PATH INTEGRAL METHOD FOR LIMITING DISTRIBUTION OF AN ESTIMATOR ARISING FROM AN AR(1)-PROCESS WITH A UNIT ROOT (Q5401579)
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scientific article; zbMATH DE number 6267070
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PATH INTEGRAL METHOD FOR LIMITING DISTRIBUTION OF AN ESTIMATOR ARISING FROM AN AR(1)-PROCESS WITH A UNIT ROOT |
scientific article; zbMATH DE number 6267070 |
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PATH INTEGRAL METHOD FOR LIMITING DISTRIBUTION OF AN ESTIMATOR ARISING FROM AN AR(1)-PROCESS WITH A UNIT ROOT (English)
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10 March 2014
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classical Wiener space
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path-integral method
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unit root test
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