Testing stationarity in the mean of autoregressive processes with a nonparametric regression trend (Q1206714)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing stationarity in the mean of autoregressive processes with a nonparametric regression trend |
scientific article |
Statements
Testing stationarity in the mean of autoregressive processes with a nonparametric regression trend (English)
0 references
1 April 1993
0 references
test of stationarity
0 references
mean of autoregressive time series
0 references
arbitrary trend alternatives
0 references
local asymptotic normality
0 references
nonparametric regression
0 references
functional central limit theorem
0 references
likelihood ratio processes
0 references
goodness of fit test
0 references
empirical distribution
0 references
hypothetical distribution
0 references
asymptotic power
0 references
simulation study
0 references
Kolmogorov-Smirnov
0 references
Cramer-von Mises type tests of stationarity
0 references
