Testing a time series for difference stationarity
type: Item
instance of: scholarly article
title: Testing a time series for difference stationarity
zbMATH Open document ID: 0838.62082
author: Brendan McCabe
author: A. R. Tremayne
published in: The Annals of Statistics
publication date: 1996-02-08T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F03
Mathematics Subject Classification ID: 62F05
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 843004
zbMATH Keywords: difference stationarity
zbMATH Keywords: random coefficient
zbMATH Keywords: weak convergence
zbMATH Keywords: autoregressive model
zbMATH Keywords: locally best invariant test
zbMATH Keywords: Gaussianity
zbMATH Keywords: mixture of Brownian motions
zbMATH Keywords: simulation
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1176324634
OpenAlex ID: W2025662344
DOI: 10.1214/AOS/1176324634
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description: scientific article; zbMATH DE number 843004