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Testing for Unit Root Against Stationarity Using the Likelihood Ratio Test.

Nikolay AngelovRolf Larsson
Published in: Commun. Stat. Simul. Comput. (2007)
Keyphrases
  • likelihood ratio test
  • likelihood ratio
  • hypothesis testing
  • generalized likelihood ratio test
  • non stationary
  • test cases
  • statistical tests
  • machine learning
  • image processing