Hypothesis testing for nearly nonstationary autoregressive models (Q911201)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Hypothesis testing for nearly nonstationary autoregressive models
scientific article

    Statements

    Hypothesis testing for nearly nonstationary autoregressive models (English)
    0 references
    1990
    0 references
    nearly nonstationary autoregressive processes of first and second order
    0 references
    general model
    0 references
    limit distribution
    0 references
    functionals of simple diffusion processes
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references