Nonstationarity criterion for a Gaussian autoregression time series under a close alternative (Q3362937)
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scientific article; zbMATH DE number 4217569
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| English | Nonstationarity criterion for a Gaussian autoregression time series under a close alternative |
scientific article; zbMATH DE number 4217569 |
Statements
1991
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autoregressive time series
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Gaussian stationary process
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zero mean
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limiting distribution
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covariance matrix
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0.8248343467712402
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0.8062934875488281
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0.791347086429596
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