Pages that link to "Item:Q1206714"
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The following pages link to Testing stationarity in the mean of autoregressive processes with a nonparametric regression trend (Q1206714):
Displaying 4 items.
- Hypothesis testing for nearly nonstationary autoregressive models (Q911201) (← links)
- Efficient estimation in a semiparametric additive regression model with autoregressive errors (Q1915842) (← links)
- Testing parametric assumptions of trends of a nonstationary time series (Q3174190) (← links)
- \(L_p\)-approximable sequences of vectors and limit distribution of quadratic forms of random variables (Q5939960) (← links)