Kwiatkowski-Phillips-Schmidt-Shin test

短语

词形变化

Kwiatkowski-Phillips-Schmidt-Shin tests 复数 Kwiatkowski-Phillips-Schmidt-Shin tests

别名

KPSS test

释义与例句

n.
  1. 1.

    A test used for testing a null hypothesis that an observable time series is stationary around a deterministic trend (i.e. trend-stationary) against the alternative of a unit root.

词源

Named for the four people who proposed it, Denis Kwiatkowski, Peter C. B. Phillips, Peter Schmidt and Yongcheol Shin in the 1992 paper "Testing the null hypothesis of stationarity against the alternative of a unit root".

来源：wiktionary