Comparing ARMA Processes with Roots of Modulus 1 and Polynomial Regression (Q3167826): Difference between revisions

@@ Property / author @@
+Delphine Blanke
@@ Property / author: Delphine Blanke / rank @@
+Normal rank
@@ Property / author @@
+Denis Bosq
@@ Property / author: Denis Bosq / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+R
@@ Property / describes a project that uses: R / 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/10.1080/03610926.2011.617482
+Normal rank
@@ Property / OpenAlex ID @@
+W2050594980
@@ Property / OpenAlex ID: W2050594980 / rank @@
+Normal rank
@@ Property / cites work @@
+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
+Normal rank
@@ Property / cites work @@
+Inference and Prediction in Large Dimensions
@@ Property / cites work: Inference and Prediction in Large Dimensions / rank @@
+Normal rank
@@ Property / cites work @@
+Q4862306
@@ Property / cites work: Q4862306 / rank @@
+Normal rank
@@ Property / cites work @@
+Time series: theory and methods.
@@ Property / cites work: Time series: theory and methods. / rank @@
+Normal rank
@@ Property / cites work @@
+Generalizations of the KPSS‐test for stationarity
+Normal rank
@@ Property / cites work @@
+Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
+Normal rank
@@ Property / cites work @@
+Automatic Lag Selection in Covariance Matrix Estimation
+Normal rank