Testing stationarity in the mean of autoregressive processes with a nonparametric regression trend (Q1206714): Difference between revisions
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Revision as of 02:31, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing stationarity in the mean of autoregressive processes with a nonparametric regression trend |
scientific article |
Statements
Testing stationarity in the mean of autoregressive processes with a nonparametric regression trend (English)
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1 April 1993
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test of stationarity
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mean of autoregressive time series
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arbitrary trend alternatives
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local asymptotic normality
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nonparametric regression
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functional central limit theorem
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likelihood ratio processes
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goodness of fit test
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empirical distribution
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hypothetical distribution
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asymptotic power
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simulation study
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Kolmogorov-Smirnov
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Cramer-von Mises type tests of stationarity
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