A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model (Q269230)
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scientific article; zbMATH DE number 6570101
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model |
scientific article; zbMATH DE number 6570101 |
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A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model (English)
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18 April 2016
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unit root test
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optimal non-Gaussian quasi-likelihoods
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exact limiting distribution theory
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hypergeometric functions
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sufficient functionals of Ornstein-Uhlenbeck processes
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