TESTING FOR A UNIT ROOT IN AN AR(1) TIME SERIES USING IRREGULARLY OBSERVED DATA (Q4892828): Difference between revisions

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+Exact likelihood of vector autoregressive-moving average process with missing or aggregated data
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+Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
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+A central limit theorem for estimation in Gaussian stationary time series observed at unequally spaced times
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+Testing for unit roots in autoregressive moving average models. An instrumental variable approach
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+A Continuous Time Approximation to the Unstable First-Order Autoregressive Process: The Case Without an Intercept
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+Hypothesis Testing in ARIMA(p, 1, q) Models
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+A note on testing for a unit root in an \(\text{ARIMA}(p,1,0)\) signal observed with \(\text{MA}(q)\) noise
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+Testing for a unit root in an arima(p,1,0) signal observed with ma(q) noise
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+Unit root tests for \(\text{ARIMA}(0,1,q)\) models with irregularly observed samples
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