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scientific article; zbMATH DE number 815756
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scientific article; zbMATH DE number 815756

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    14 November 1995
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    generalized normal
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    generalized Student t
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    generalized beta
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    generalized rho
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    Edgeworth approximations
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    tables
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    method of moments
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    maximum likelihood estimation
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    testing for autocorrelation
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    testing for nonstationarity
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    curve-fitting
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    test statistics
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    tests for autocorrelation
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    Dickey-Fuller unit root statistics
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    estimated autocorrelation coefficient
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    generalized exponential family
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    nonparametric kernel density estimator
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    saddlepoint approximations
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