Stationarity as a path property

DOI10.19195/0208-4147.39.2.9zbMath1447.60060OpenAlexW3011328266MaRDI QIDQ5109852

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Publication date: 13 May 2020

Published in: Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.19195/0208-4147.39.2.9

zbMATH Keywords

stationaritypath property

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Sample path properties (60G17)

Cites Work

• Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
• Distribution of the Estimators for Autoregressive Time Series With a Unit Root
• Tests of strict stationarity based on quantile indicators
• Stationary Processes and Prediction Theory. (AM-44)
• A consistent nonparametric test of ergodicity for time series with applications
• Unnamed Item

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