英语翻译In this paper,we consider the statistical problem of tes
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英语翻译
In this paper,we consider the statistical problem of testing the null hypothesis that a stochastic process is stationary against the alternative that it is integrated of order 1 (i.e.,it is nonstationary but becomes stationary after first-order differencing).1 This alternative hypothesis has attracted considerable attention in the literature,primarily because models which imply homogeneous nonstationary behaviour have been found to
fit well a wide variety of time series with changing second-order structure.
In this paper,we consider the statistical problem of testing the null hypothesis that a stochastic process is stationary against the alternative that it is integrated of order 1 (i.e.,it is nonstationary but becomes stationary after first-order differencing).1 This alternative hypothesis has attracted considerable attention in the literature,primarily because models which imply homogeneous nonstationary behaviour have been found to
fit well a wide variety of time series with changing second-order structure.
在本文中,我们考虑问题的测试统计的零假设,一个随机过程是平稳的替代,它是综合性的以1 (即,它变成固定的非平稳,但后一阶差分) 0.1这一替代假说已引起广泛注意,文献中,主要是因为模式意味着均匀非平稳行为已经被发现
适合各种各样的时间序列变化的二阶结构
适合各种各样的时间序列变化的二阶结构
英语翻译In this paper,we consider the statistical problem of tes
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