Computation of limiting distributions in stationarity testing with a generic trend
| Year of publication: |
2010
|
|---|---|
| Authors: | Presno, María ; Landajo, Manuel |
| Published in: |
Metrika. - Springer. - Vol. 71.2010, 2, p. 165-183
|
| Publisher: |
Springer |
| Subject: | LM testing | Characteristic function | Limiting distribution | Fredholm determinant | Deterministic trend |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10008591065