Comparison of Some Tests on Non-Stationary Gaussian AR (1) (A Simulation Study)

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Comparison of Some Tests on Non-Stationary Gaussian AR (1) (A Simulation Study)

Section: Article

Issue

Vol. 7 No. 2 (2007): Volume 7 Issue 2

Published

Jun 25, 2025

Pages

1-33

Abstract

A condense study was done on non-stationary Gaussian AR(1), concerning testing the stationarity, the unit root and deterministic trend model . A proposed test was given and a comparison was done using where some new results are obtained.

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How to Cite

-, .-., عبدالمجيد, & احلام. (2025). Comparison of Some Tests on Non-Stationary Gaussian AR (1) (A Simulation Study). IRAQI JOURNAL OF STATISTICAL SCIENCES, 7(2), 1–33. Retrieved from https://rjps.uomosul.edu.iq/index.php/stats/article/view/20573