Discriminating between nonstationary and nearly nonstationary time series models: A simulation study (Q1195390)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Discriminating between nonstationary and nearly nonstationary time series models: A simulation study |
scientific article; zbMATH DE number 69592
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discriminating between nonstationary and nearly nonstationary time series models: A simulation study |
scientific article; zbMATH DE number 69592 |
Statements
Discriminating between nonstationary and nearly nonstationary time series models: A simulation study (English)
0 references
26 October 1992
0 references
cross-over phenomenon
0 references
serial correlation distributional properties
0 references
nonstationary time series models
0 references
nearly nonstationary approximations
0 references
Box-Jenkins identification
0 references
tests for unit roots
0 references
0 references
