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Recursive mean adjustment and tests for nonstationarities - MaRDI portal

Recursive mean adjustment and tests for nonstationarities (Q5958451)

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scientific article; zbMATH DE number 1715452
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English
Recursive mean adjustment and tests for nonstationarities
scientific article; zbMATH DE number 1715452

    Statements

    Recursive mean adjustment and tests for nonstationarities (English)
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    3 March 2002
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    asymmetry
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    cointegration
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    double unit roots
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    unit root
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    nonlinear time series
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