Stationarity against integration in the autoregressive process with polynomial trend (Q4581299)
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scientific article; zbMATH DE number 6919713
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stationarity against integration in the autoregressive process with polynomial trend |
scientific article; zbMATH DE number 6919713 |
Statements
16 August 2018
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LMC test
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KPSS test
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unit root
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stationarity testing procedure
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polynomial trend
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stochastic nonstationarity
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random walk
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integrated process
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ARIMA process
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Donsker's invariance principle
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continuous mapping theorem
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math.ST
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stat.TH
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