RESULTS ON ESTIMATION AND TESTING FOR A UNIT ROOT IN THE NONSTATIONARY AUTOREGRESSIVE MOVING-AVERAGE MODEL (Q4837794): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1111/j.1467-9892.1995.tb00238.x / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2048841703 / rank | |||
Normal rank | |||
Revision as of 15:40, 19 March 2024
scientific article; zbMATH DE number 769877
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | RESULTS ON ESTIMATION AND TESTING FOR A UNIT ROOT IN THE NONSTATIONARY AUTOREGRESSIVE MOVING-AVERAGE MODEL |
scientific article; zbMATH DE number 769877 |
Statements
RESULTS ON ESTIMATION AND TESTING FOR A UNIT ROOT IN THE NONSTATIONARY AUTOREGRESSIVE MOVING-AVERAGE MODEL (English)
0 references
3 July 1995
0 references
univariate autoregressive moving-average model
0 references
likelihood ratio test
0 references
error-correction model
0 references
tables
0 references
review
0 references
limiting distribution
0 references
Gaussian estimation
0 references
ARMA model
0 references
finite sample properties
0 references
unit root test procedures
0 references
simulation
0 references
