Efficient tests for the presence of a pair of complex conjugate unit roots in real time series (Q269393): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 23:52, 4 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient tests for the presence of a pair of complex conjugate unit roots in real time series |
scientific article |
Statements
Efficient tests for the presence of a pair of complex conjugate unit roots in real time series (English)
0 references
18 April 2016
0 references
seasonal unit root
0 references
complex Wiener process
0 references
complex Ornstein-Uhlenbeck process
0 references
point-optimal invariant test
0 references
