Identification of the differencing operator of a non-stationary time series via testing for zeroes in the spectral density (Q2084060): Difference between revisions

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+A Review of Some Modern Approaches to the Problem of Trend Extraction
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+Unit roots in moving averages beyond first order
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+Integration Versus Trend Stationary in Time Series
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+On the integral of the squared periodogram
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+Efficient Tests for an Autoregressive Unit Root
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+A Strongly Consistent Criterion to Decide Between I(1) and I(0) Processes Based on Different Convergence Rates
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+Adaptive choice of bootstrap sample sizes
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+Recursive estimation of mixed autoregressive-moving average order
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+Limiting distributions of maximum likelihood estimators for unstable autoregressive moving-average time series with general autoregressive heteroscedastic errors
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+MATRIX FORMULAS FOR NONSTATIONARY ARIMA SIGNAL EXTRACTION
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+Testing collinearity of vector time series
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+Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics
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+Time Series
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+Testing for adequacy of seasonal adjustment in the frequency domain
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+LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
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+Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties
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+Subsampling
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+Model selection tests for nonlinear dynamic models
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+Tests for Seasonal Moving Average Unit Root in ARIMA Models
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+Asymptotic theory of statistical inference for time series
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