PATH INTEGRAL METHOD FOR LIMITING DISTRIBUTION OF AN ESTIMATOR ARISING FROM AN AR(1)-PROCESS WITH A UNIT ROOT (Q5401579): Difference between revisions

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Revision as of 20:21, 5 March 2024

scientific article; zbMATH DE number 6267070
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PATH INTEGRAL METHOD FOR LIMITING DISTRIBUTION OF AN ESTIMATOR ARISING FROM AN AR(1)-PROCESS WITH A UNIT ROOT
scientific article; zbMATH DE number 6267070

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    PATH INTEGRAL METHOD FOR LIMITING DISTRIBUTION OF AN ESTIMATOR ARISING FROM AN AR(1)-PROCESS WITH A UNIT ROOT (English)
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    10 March 2014
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    classical Wiener space
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    path-integral method
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    unit root test
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