Expectation of the limiting distribution of the LSE of a unit root process (Q3449015)
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scientific article; zbMATH DE number 6503808
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| English | Expectation of the limiting distribution of the LSE of a unit root process |
scientific article; zbMATH DE number 6503808 |
Statements
Expectation of the limiting distribution of the LSE of a unit root process (English)
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3 November 2015
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discrete Fourier matrix
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integrated Brownian motion
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Karhunen-Loéve expansion
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nonstationary time series
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unit root
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0.7656867504119873
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0.7604414820671082
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0.7478917241096497
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0.7429536581039429
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0.738365888595581
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