A test for strict stationarity
Year of publication: |
2013
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Authors: | Lima, Luiz Renato ; Néri, Breno de Andrade Pinheiro |
Published in: |
Uncertainty analysis in econometrics with applications : [This volume contains papers presented at TES 2013 - The Sixth International Conference of the Thailand Econometric Society, which is held in Chiang Mai, Thailand, during January 10th - 11th, 2013 ...]. - Berlin [u.a.] : Springer, ISBN 3-642-35442-4. - 2013, p. 17-30
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Subject: | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process | Panel | Panel study | Bootstrap-Verfahren | Bootstrap approach | Schätztheorie | Estimation theory | Statistischer Test | Statistical test | Monte-Carlo-Simulation | Monte Carlo simulation |
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