Generalizations of the KPSS‐test for stationarity (Q4665354): Difference between revisions
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scientific article; zbMATH DE number 2154811
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalizations of the KPSS‐test for stationarity |
scientific article; zbMATH DE number 2154811 |
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Generalizations of the KPSS‐test for stationarity (English)
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11 April 2005
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stationarity test
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rate of consistency
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long run variance
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bandwidth selection
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time series
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heteroskedasticity
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autocorrelation
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Choi's test
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Leybourne and McCabe's test
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