Regulated seasonal unit root process
Year of publication: |
2022
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Authors: | Eroğlu, Burak Alparslan ; Pehlivan, Ayse Ozgur |
Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 26.2022, 3, p. 361-385
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Subject: | regulated Brownian motion | regulated time series | seasonal unit roots | Theorie | Theory | Stochastischer Prozess | Stochastic process | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis | Saisonale Schwankungen | Seasonal variations | Regulierung | Regulation | Saisonkomponente | Seasonal component |
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