On time series with randomized unit root and randomized seasonal unit root (Q951936)
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scientific article; zbMATH DE number 5361819
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| default for all languages | No label defined |
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| English | On time series with randomized unit root and randomized seasonal unit root |
scientific article; zbMATH DE number 5361819 |
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On time series with randomized unit root and randomized seasonal unit root (English)
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4 November 2008
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Brownian motion
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Markov chain Monte Carlo
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randomized seasonal unit root
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randomized unit root
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score-based test
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0.8054981827735901
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0.800387442111969
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0.794614315032959
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0.7914911508560181
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0.7859833836555481
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