Strict stationarity testing and GLAD estimation of double autoregressive models (Q2000866)
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scientific article; zbMATH DE number 7075182
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| English | Strict stationarity testing and GLAD estimation of double autoregressive models |
scientific article; zbMATH DE number 7075182 |
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Strict stationarity testing and GLAD estimation of double autoregressive models (English)
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1 July 2019
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DAR model
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GLAD estimation
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nonstationarity
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random weighting
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strict stationarity testing
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0.8483055830001831
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0.7802706956863403
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0.7705754041671753
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