Stationarity against integration in the autoregressive process with polynomial trend
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Publication:4581299
zbMath1410.62162arXiv1309.0485MaRDI QIDQ4581299
Publication date: 16 August 2018
Full work available at URL: https://arxiv.org/abs/1309.0485
unit rootrandom walkintegrated processDonsker's invariance principlestochastic nonstationarityKPSS testcontinuous mapping theorempolynomial trendARIMA processLMC teststationarity testing procedure
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Economic time series analysis (91B84) Non-Markovian processes: hypothesis testing (62M07)
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Cites Work
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