Seasonal Moving‐average Unit Root Tests in the Presence of a Linear Trend (Q4221440): Difference between revisions

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scientific article; zbMATH DE number 1234670
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Seasonal Moving‐average Unit Root Tests in the Presence of a Linear Trend
scientific article; zbMATH DE number 1234670

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    Seasonal Moving‐average Unit Root Tests in the Presence of a Linear Trend (English)
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    3 May 1999
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    locally best invariant unbiased test
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    noninvertible moving average
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    point optimal test
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    seasonal ARIMA model
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    moving-average unit root
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    generalized Brownian bridge
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