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TESTS OF COMMON STOCHASTIC TRENDS - MaRDI portal

TESTS OF COMMON STOCHASTIC TRENDS (Q4512678)

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scientific article; zbMATH DE number 1525689
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English
TESTS OF COMMON STOCHASTIC TRENDS
scientific article; zbMATH DE number 1525689

    Statements

    title
    TESTS OF COMMON STOCHASTIC TRENDS (English)
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    publication date
    29 March 2001
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    zbMATH Keywords
    nonparametric adjustment
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    cointegration
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    stochastic volatility
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    random walk
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    white noise
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    serial correlation
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    Identifiers

    Mathematics Subject Classification ID
    62P20
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    62M10
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    62E20
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    zbMATH DE Number
    1525689
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    OpenAlex ID
    W2158289614
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