NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES (Q5753413)
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scientific article; zbMATH DE number 4189048
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES |
scientific article; zbMATH DE number 4189048 |
Statements
NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES (English)
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1991
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integrated processes
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autocorrelations
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Dickey-Fuller statistics
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effects of nonlinear transformations
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unit root tests
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invariant to monotone data transformations
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cointegration
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