Barely-stationary \(\mathrm{AR}(1)\) sequences near random walk

DOI10.1007/s42952-021-00124-6zbMath1484.62113OpenAlexW3162570446MaRDI QIDQ2132026

Tae Yoon Kim, Sun Young Hwang

Publication date: 27 April 2022

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s42952-021-00124-6

zbMATH Keywords

varying coefficientbarely-stationary \(\mathrm{AR}(1)\)two-sided test for random walk

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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