Inference in a nearly integrated autoregressive model with nonnormal innovations (Q1371372): 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 03:06, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference in a nearly integrated autoregressive model with nonnormal innovations |
scientific article |
Statements
Inference in a nearly integrated autoregressive model with nonnormal innovations (English)
0 references
7 January 1998
0 references
robust inference
0 references
power envelope
0 references
unit root
0 references
maximum likelihood
0 references
autoregressive models
0 references
