THE NONSTATIONARY FRACTIONAL UNIT ROOT (Q4512738)

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scientific article; zbMATH DE number 1525748
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THE NONSTATIONARY FRACTIONAL UNIT ROOT
scientific article; zbMATH DE number 1525748

    Statements

    title
    THE NONSTATIONARY FRACTIONAL UNIT ROOT (English)
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    author
    Katsuto Tanaka
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    publication date
    23 May 2002
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    zbMATH Keywords
    limiting distributions
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    stationary case
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    simulations
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62E20
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    62F05
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    62F12
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    zbMATH DE Number
    1525748
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