Q4323570 (Q4323570): Difference between revisions
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Revision as of 16:12, 14 February 2024
scientific article; zbMATH DE number 724177
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scientific article; zbMATH DE number 724177 |
Statements
23 February 1995
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overdifferencing
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time series regression
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tests for unit roots
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asymptotically locally most powerful
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seasonally fractionally differenced processes
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test for nonstationarity
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score principle
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frequency domain
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regression errors
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white noise
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weak parametric autocorrelation
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local limit distributions
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exponential spectral model
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empirical time series
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finite-sample behavior
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