Nonstationary time series with a close alternative hypothesis: Locally asymptotic distribution of the likelihood ratio (Q1567744)

From MaRDI portal
Revision as of 04:56, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Nonstationary time series with a close alternative hypothesis: Locally asymptotic distribution of the likelihood ratio
scientific article

    Statements

    Nonstationary time series with a close alternative hypothesis: Locally asymptotic distribution of the likelihood ratio (English)
    0 references
    0 references
    0 references
    0 references
    26 June 2000
    0 references
    0 references
    0 references
    0 references
    0 references
    autoregressive model
    0 references
    unit root
    0 references