Testing for stationarity at high frequency (Q2182131)
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scientific article; zbMATH DE number 7202727
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Testing for stationarity at high frequency |
scientific article; zbMATH DE number 7202727 |
Statements
Testing for stationarity at high frequency (English)
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21 May 2020
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KPSS test
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testing for stationarity
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testing for cointegration
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continuous time process
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high frequency observation
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0.8214259147644043
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0.817542552947998
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0.817542552947998
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0.8145618438720703
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0.8132936358451843
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