On time series with randomized unit root and randomized seasonal unit root (Q951936)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On time series with randomized unit root and randomized seasonal unit root |
scientific article; zbMATH DE number 5361819
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On time series with randomized unit root and randomized seasonal unit root |
scientific article; zbMATH DE number 5361819 |
Statements
On time series with randomized unit root and randomized seasonal unit root (English)
0 references
4 November 2008
0 references
Brownian motion
0 references
Markov chain Monte Carlo
0 references
randomized seasonal unit root
0 references
randomized unit root
0 references
score-based test
0 references
0 references
0 references