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Rescaled variance tests for seasonal stationarity - MaRDI portal

Rescaled variance tests for seasonal stationarity (Q6039104)

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scientific article; zbMATH DE number 7681747
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English
Rescaled variance tests for seasonal stationarity
scientific article; zbMATH DE number 7681747

    Statements

    Rescaled variance tests for seasonal stationarity (English)
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    3 May 2023
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    KPSS statistic
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    Lagrange multiplier
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    seasonal stationarity
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    unit root
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    V/S statistic
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    Identifiers