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NTIS 바로가기응용통계연구 = The Korean journal of applied statistics, v.33 no.6, 2020년, pp.723 - 738
나옥경 (경기대학교 응용통계학과)
In this paper, we study a method to discriminate between trend stationary and difference stationary processes. Since a crucial ingredient of this discrimination is to determine the existence of unit root, we can use a unit root testing strategy. So, we introduce a discrimination based on unit root t...
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