An optimal test against a random walk component in a non‐orthogonal unobserved components model (Q4416026)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: An optimal test against a random walk component in a non‐orthogonal unobserved components model |
scientific article; zbMATH DE number 1961116
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An optimal test against a random walk component in a non‐orthogonal unobserved components model |
scientific article; zbMATH DE number 1961116 |
Statements
An optimal test against a random walk component in a non‐orthogonal unobserved components model (English)
0 references
7 August 2003
0 references
locally best invariant test
0 references
non-orthogonal components
0 references
Brownian motion
0 references
time series
0 references
