Stationarity against integration in the autoregressive process with polynomial trend (Q4581299)
From MaRDI portal
scientific article; zbMATH DE number 6919713
Language | Label | Description | Also known as |
---|---|---|---|
English | Stationarity against integration in the autoregressive process with polynomial trend |
scientific article; zbMATH DE number 6919713 |
Statements
16 August 2018
0 references
LMC test
0 references
KPSS test
0 references
unit root
0 references
stationarity testing procedure
0 references
polynomial trend
0 references
stochastic nonstationarity
0 references
random walk
0 references
integrated process
0 references
ARIMA process
0 references
Donsker's invariance principle
0 references
continuous mapping theorem
0 references
math.ST
0 references
stat.TH
0 references
0 references
0 references