Size and power of tests of stationarity in highly autocorrelated time series (Q265023)
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scientific article; zbMATH DE number 6561921
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| English | Size and power of tests of stationarity in highly autocorrelated time series |
scientific article; zbMATH DE number 6561921 |
Statements
Size and power of tests of stationarity in highly autocorrelated time series (English)
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1 April 2016
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local-to-unity asymptotics
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long-run variance estimation
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mean reversion
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efficient stationarity tests
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0.8567131161689758
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0.835033118724823
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0.834990918636322
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0.8283692002296448
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0.8283692002296448
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