Nonstationarity test for a Gaussian time-series autoregressive model with close null and alternative hypotheses (Q1190029)
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| Language | Label | Description | Also known as |
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| English | Nonstationarity test for a Gaussian time-series autoregressive model with close null and alternative hypotheses |
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Nonstationarity test for a Gaussian time-series autoregressive model with close null and alternative hypotheses (English)
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26 September 1992
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See the review in Zbl 0777.62087.
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autoregressive time series
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Gaussian stationary process
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zero mean
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limiting distribution
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covariance matrix
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