Modified stationarity tests with improved power in small samples (Q1805539)
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scientific article; zbMATH DE number 756462
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modified stationarity tests with improved power in small samples |
scientific article; zbMATH DE number 756462 |
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Modified stationarity tests with improved power in small samples (English)
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18 May 1995
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KPSS statistic
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hypothesis of stationarity
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unit root process
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spectral estimator
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moving average models
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MA(1) model
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two-step nonparametric correction procedure
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random walk components
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0.87710863
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0.8696525
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0.8691823
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0.86772406
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0.86144197
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0.85594016
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