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TESTING FOR TREND STATIONARITY VERSUS DIFFERENCE STATIONARITY - MaRDI portal

TESTING FOR TREND STATIONARITY VERSUS DIFFERENCE STATIONARITY (Q4328377)

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scientific article; zbMATH DE number 739458
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TESTING FOR TREND STATIONARITY VERSUS DIFFERENCE STATIONARITY
scientific article; zbMATH DE number 739458

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    TESTING FOR TREND STATIONARITY VERSUS DIFFERENCE STATIONARITY (English)
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    14 June 1995
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    unit roots
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    noninvertible moving average
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    difference stationary
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    stationary invertible noise sequence
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    trend stationary
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    Monte-Carlo study
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