Computation of limiting distributions in stationarity testing with a generic trend (Q2268373): Difference between revisions
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Revision as of 22:12, 19 March 2024
scientific article
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English | Computation of limiting distributions in stationarity testing with a generic trend |
scientific article |
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Computation of limiting distributions in stationarity testing with a generic trend (English)
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8 March 2010
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LM testing
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characteristic function
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limiting distribution
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Fredholm determinant
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deterministic trend
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