Nonstationary time series with a close alternative hypothesis: Locally asymptotic distribution of the likelihood ratio (Q1567744)
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scientific article; zbMATH DE number 1465854
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| English | Nonstationary time series with a close alternative hypothesis: Locally asymptotic distribution of the likelihood ratio |
scientific article; zbMATH DE number 1465854 |
Statements
Nonstationary time series with a close alternative hypothesis: Locally asymptotic distribution of the likelihood ratio (English)
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26 June 2000
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autoregressive model
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unit root
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0.8325738310813904
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0.8216210603713989
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0.8107630610466003
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0.8107630610466003
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