Geometric versus arithmetic random walk: The case of trended variables (Q1299544)
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scientific article; zbMATH DE number 1327288
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| English | Geometric versus arithmetic random walk: The case of trended variables |
scientific article; zbMATH DE number 1327288 |
Statements
Geometric versus arithmetic random walk: The case of trended variables (English)
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26 September 2000
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Box-Cox transformation
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integrated time series
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model selection
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misspecification
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0.7421366572380066
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0.7115817070007324
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0.703212559223175
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