正交级数方法与非平稳时间序列模型估计和检验的一些研究进展
董朝华, 高集体, 朱平芳

Recent Developments on Nonstationary Time Series Model Estimation and Testing Driven by Orthogonal Series Method
Chaohua DONG, Jiti GAO, Pingfang ZHU
表8 检验水平: m(x)=θ0x2(x+sin(x)), θ0=1
n 检验水平1% 检验水平10%
κ= 1/5 1/4.5 1/4 1/5 1/4.5 1/4
α0=0.05,    β0=0.05
200 0.0068 0.0074 0.0070 0.0824 0.0868 0.0854
500 0.0104 0.0100 0.0094 0.0908 0.0994 0.0920
1200 0.0100 0.0104 0.0102 0.0994 0.0990 0.0988
α0=0.01,    β0=0.04
200 0.0040 0.0044 0.0044 0.0814 0.0818 0.0844
500 0.0084 0.0080 0.0094 0.0898 0.0918 0.0954
1200 0.0098 0.0106 0.0112 0.1060 0.1046 0.0984