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TESTING FOR PERIODIC STATIONARITY - MaRDI portal

TESTING FOR PERIODIC STATIONARITY (Q4443974)

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scientific article; zbMATH DE number 2028679
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English
TESTING FOR PERIODIC STATIONARITY
scientific article; zbMATH DE number 2028679

    Statements

    title
    TESTING FOR PERIODIC STATIONARITY (English)
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    author
    Eiji Kurozumi
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    publication date
    2002
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    zbMATH Keywords
    periodic stationarity
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    periodic integration
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    LM test
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    tables
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    Lagrange multiplier
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    time series
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    PAR model
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    Identifiers

    DOI
    10.1081/ETC-120014351
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    Mathematics Subject Classification ID
    62M10
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    62F03
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    62H15
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    zbMATH DE Number
    2028679
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