STATIONARITY TESTS UNDER TIME-VARYING SECOND MOMENTS (Q3377445)

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STATIONARITY TESTS UNDER TIME-VARYING SECOND MOMENTS
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    title
    STATIONARITY TESTS UNDER TIME-VARYING SECOND MOMENTS (English)
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    author
    Giuseppe Cavaliere
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    A. M. Robert Taylor
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    publication date
    22 March 2006
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    Mathematics Subject Classification ID
    62M10
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    62P20
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    65C05
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    zbMATH DE Number
    5014408
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    zbMATH Keywords
    unobserved components model
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    consistency
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    tables
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