A comparison of two modified stationarity tests. A Monte Carlo study (Q2229023)
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scientific article; zbMATH DE number 7313789
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| English | A comparison of two modified stationarity tests. A Monte Carlo study |
scientific article; zbMATH DE number 7313789 |
Statements
A comparison of two modified stationarity tests. A Monte Carlo study (English)
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19 February 2021
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stationarity test
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KPSS test
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\(S_n\) test
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Monte Carlo experiment
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long-run variance
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0.8458795547485352
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0.8310747742652893
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0.8036268353462219
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0.7890852093696594
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0.788645327091217
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