Unit root tests for \(\text{ARIMA}(0,1,q)\) models with irregularly observed samples (Q1324599): Difference between revisions

@@ Property / author @@
-Dong Wan Shin
@@ Property / author: Dong Wan Shin / rank @@
-Normal rank
@@ Property / author @@
+Dong Wan Shin
@@ Property / author: Dong Wan Shin / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/0167-7152(94)90103-1
+Normal rank
@@ Property / OpenAlex ID @@
+W2040244985
@@ Property / OpenAlex ID: W2040244985 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3847819
@@ Property / cites work: Q3847819 / rank @@
+Normal rank
@@ Property / cites work @@
+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
+Normal rank
@@ Property / cites work @@
+Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
+Normal rank
@@ Property / cites work @@
+Q4124141
@@ Property / cites work: Q4124141 / rank @@
+Normal rank
@@ Property / cites work @@
+Testing for a unit root in the presence of moving average errors
+Normal rank
@@ Property / cites work @@
+JOINT HYPOTHESIS TESTS FOR A RANDOM WALK BASED ON INSTRUMENTAL VARIABLE ESTIMATORS
+Normal rank
@@ Property / cites work @@
+A functional central limit theorem for weakly dependent sequences of random variables
+Normal rank
@@ Property / cites work @@
+Testing for unit roots in autoregressive moving average models. An instrumental variable approach
+Normal rank
@@ Property / cites work @@
+Time Series Regression with a Unit Root
@@ Property / cites work: Time Series Regression with a Unit Root / rank @@
+Normal rank
@@ Property / cites work @@
+Testing for a unit root in time series regression
@@ Property / cites work: Testing for a unit root in time series regression / rank @@
+Normal rank
@@ Property / cites work @@
+Testing for unit roots in autoregressive-moving average models of unknown order
+Normal rank
@@ Property / cites work @@
+Hypothesis Testing in ARIMA(p, 1, q) Models
@@ Property / cites work: Hypothesis Testing in ARIMA(p, 1, q) Models / rank @@
+Normal rank
@@ Property / cites work @@
+Q3857500
@@ Property / cites work: Q3857500 / rank @@
+Normal rank
@@ Property / cites work @@
+A note on testing for a unit root in an \(\text{ARIMA}(p,1,0)\) signal observed with \(\text{MA}(q)\) noise
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1324599