Hypothesis testing for nearly nonstationary AR(1) model with gaussian autoregressive innovation

✍ Scribed by J. Kormos

• Publisher: Elsevier Science
• Year: 1991
• Tongue: English
• Weight: 325 KB
• Volume: 21
• Category: Article
• ISSN: 0898-1221
• DOI: 10.1016/0898-1221(91)90238-y