مرکز منطقه ای اطلاع رساني علوم و فناوري - F-tests for seasonal differencing with a break-point

Title of article :

F-tests for seasonal differencing with a break-point

Author/Authors :

Tze-Man Ng، نويسنده , , Wai Keung Li، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1997

Pages :

From page :

To page :

107

Keywords :

Break-point , Broken trend stationarity , Regular and seasonal unit roots , Wiener process , Stochastictrend

Journal title :

Journal of Statistical Planning and Inference

Serial Year :

1997

Journal title :

Journal of Statistical Planning and Inference

Record number :

218423

Link To Document :