Open AccessTesting the epidemic change in nearly nonstationary autoregressive processes
Author(s) -
Jurgita Markevičiūtė,
Alfredas Račkauskas,
Charles Suquet
Publication year - 2014
Publication title -
nonlinear analysis modelling and control
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.734
H-Index - 32
eISSN - 2335-8963
pISSN - 1392-5113
DOI - 10.15388/na.2014.1.5
Subject(s) - autoregressive model , econometrics , limit (mathematics) , star model , mathematics , statistics , statistical physics , autoregressive integrated moving average , time series , physics , mathematical analysis
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