scientific article; zbMATH DE number 29836
From MaRDI portal
Publication:3984977
Recommendations
- Hypothesis testing for nearly nonstationary autoregressive models
- scientific article; zbMATH DE number 4174181
- Nonstationary time series with a close alternative hypothesis: Locally asymptotic distribution of the likelihood ratio
- Hypothesis Testing in ARIMA(p, 1, q) Models
- On the asymptotic power of the likelihood ratio criterion for testing the hypothesis of nonstationarity of an autoregressive series with Cauchy innovations
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3984977)