Integration versus trend stationarity in time series. (English) Zbl 0744.62151
MSC:
62P20 | Applications of statistics to economics |
62M10 | Time series, auto-correlation, regression, etc. in statistics (GARCH) |
62P20 | Applications of statistics to economics |
62M10 | Time series, auto-correlation, regression, etc. in statistics (GARCH) |