Testing Stationarity in the Mean of Autoregressive Processes with a Nonparametric Regression Trend
Work
Year: 1992
Type: article
Abstract: In this paper, we suggest tests of stationarity in the mean of autoregressive time series versus arbitrary trend alternatives. As an intermediate, though essential, step local asymptotic normality of ... more
Source: The Annals of Statistics
Author Hartmut Milbrodt
Cites: 25
Cited by: 5
Related to: 10
FWCI: 0.575
Citation percentile (by year/subfield): 66.14
Subfield: Finance
Domain: Social Sciences
Open Access status: bronze