مرکز منطقه ای اطلاع رساني علوم و فناوري - Geometric versus arithmetic random walk the case of trended variables

Title of article :

Geometric versus arithmetic random walk the case of trended variables

Author/Authors :

E. Guerre، نويسنده , , F. Jouneau، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1998

Pages :

From page :

203

To page :

220

Keywords :

hypothesis testing , Model selection , Box-Cox transformation , Misspecification , Integrated time series

Journal title :

Journal of Statistical Planning and Inference

Serial Year :

1998

Journal title :

Journal of Statistical Planning and Inference

Record number :

218497

Link To Document :