Trend and initial condition in stationarity tests : the asymptotic analysis
Year of publication: |
2015
|
---|---|
Authors: | Skrobotov, Anton |
Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 77.2015, 2, p. 254-273
|
Subject: | Schätztheorie | Estimation theory | Statistischer Test | Statistical test | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process |
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