Local power functions of tests for double unit roots (Q5313480)
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scientific article; zbMATH DE number 2201046
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| English | Local power functions of tests for double unit roots |
scientific article; zbMATH DE number 2201046 |
Statements
Local power functions of tests for double unit roots (English)
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1 September 2005
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asymptotic local power function
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Brownian motion
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Ornstein-Uhlenbeck process
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0.7967861890792847
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0.7911051511764526
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0.7869539856910706
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0.7863792181015015
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0.7817142009735107
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