Nonparametric specification testing for nonlinear time series with nonstationarity
by Jiti Gao, Maxwell King, Zudi Lu, and Dag Tjøstheim
Year of publication: |
2009
|
---|---|
Authors: | Gao, Jiti ; King, Maxwell L. ; Lu, Zu-di ; Tjøstheim, Dag |
Publisher: |
Adelaide : School of Economics, Univ. of Adelaide |
Subject: | Nichtparametrisches Verfahren | Nonparametric statistics | Statistischer Test | Statistical test | Zeitreihenanalyse | Time series analysis | Modellierung | Scientific modelling | Random Walk | Random walk |
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