CAUCHY ESTIMATORS FOR AUTOREGRESSIVE PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS AND CONFIDENCE INTERVALS (Q4512729)
From MaRDI portal
scientific article; zbMATH DE number 1525739
Language | Label | Description | Also known as |
---|---|---|---|
English | CAUCHY ESTIMATORS FOR AUTOREGRESSIVE PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS AND CONFIDENCE INTERVALS |
scientific article; zbMATH DE number 1525739 |
Statements
CAUCHY ESTIMATORS FOR AUTOREGRESSIVE PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS AND CONFIDENCE INTERVALS (English)
0 references
23 May 2002
0 references
normal tests for unit roots
0 references
autoregressive processes
0 references
confidence intervals
0 references