Nonstationary time series with a close alternative hypothesis: Locally asymptotic distribution of the likelihood ratio (Q1567744)
From MaRDI portal
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
26 June 2000
0 references
autoregressive model
0 references
unit root
0 references