Frédéric Proïa Stationarity against integration in the autoregressive process with polynomial trendProbability and Mathematical Statistics, 38, z. 1, 2018, Strony (1 - 26) AbstractPobierz artykuł LMC test, KPSS test, unit root, stationarity testing procedure, polynomial trend, stochastic nonstationarity, random walk, integrated process, ARIMA process, Donsker’s invariance principle, continuous mapping theorem |
