The fragility of the KPSS stationarity test (Q257549): Difference between revisions
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| Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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| Property / Mathematics Subject Classification ID: 62P20 / rank | |||
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| Property / Mathematics Subject Classification ID: 62E20 / rank | |||
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| Property / Mathematics Subject Classification ID: 62G10 / rank | |||
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| Property / Mathematics Subject Classification ID: 65C40 / rank | |||
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| Property / Mathematics Subject Classification ID: 91B84 / rank | |||
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| Property / zbMATH DE Number: 6557244 / rank | |||
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KPSS stationarity test | |||
| Property / zbMATH Keywords: KPSS stationarity test / rank | |||
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size distortion | |||
| Property / zbMATH Keywords: size distortion / rank | |||
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nearly-white noise nearly integrated model | |||
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Revision as of 13:40, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The fragility of the KPSS stationarity test |
scientific article |
Statements
The fragility of the KPSS stationarity test (English)
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17 March 2016
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KPSS stationarity test
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size distortion
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nearly-white noise nearly integrated model
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