Efficient tests for the presence of a pair of complex conjugate unit roots in real time series (Q269393): Difference between revisions

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Latest revision as of 13:02, 9 December 2024

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Efficient tests for the presence of a pair of complex conjugate unit roots in real time series
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    Efficient tests for the presence of a pair of complex conjugate unit roots in real time series (English)
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    18 April 2016
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    seasonal unit root
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    complex Wiener process
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    complex Ornstein-Uhlenbeck process
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    point-optimal invariant test
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