Computation of limiting distributions in stationarity testing with a generic trend (Q2268373)

From MaRDI portal
Revision as of 11:37, 2 February 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
scientific article
Language Label Description Also known as
English
Computation of limiting distributions in stationarity testing with a generic trend
scientific article

    Statements

    Computation of limiting distributions in stationarity testing with a generic trend (English)
    0 references
    0 references
    0 references
    0 references
    8 March 2010
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    LM testing
    0 references
    characteristic function
    0 references
    limiting distribution
    0 references
    Fredholm determinant
    0 references
    deterministic trend
    0 references