F-test for seasonal differencing with a break-point (Q1378766)
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scientific article; zbMATH DE number 1115601
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | F-test for seasonal differencing with a break-point |
scientific article; zbMATH DE number 1115601 |
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F-test for seasonal differencing with a break-point (English)
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8 March 1999
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break-point
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regular unit roots
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simulation studies
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tables
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stochastic trend stationarity
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broken trend stationarity
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seasonal unit roots
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Wiener processes
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