Testing a time series for difference stationarity (Q1906199)
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scientific article; zbMATH DE number 843004
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing a time series for difference stationarity |
scientific article; zbMATH DE number 843004 |
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Testing a time series for difference stationarity (English)
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8 February 1996
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difference stationarity
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random coefficient
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weak convergence
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autoregressive model
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locally best invariant test
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Gaussianity
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mixture of Brownian motions
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simulation
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0.9302739
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0.8958832
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0.8940903
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0.89269227
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