Multiple unit roots in periodic autoregression (Q1367143)

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Multiple unit roots in periodic autoregression
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    title
    Multiple unit roots in periodic autoregression (English)
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    author
    H. Peter Boswijk
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    Philip Hans Franses
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    Niels Haldrup
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    publication date
    3 May 1998
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    Mathematics Subject Classification ID
    62M10
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    62P20
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    62E20
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    zbMATH DE Number
    1062728
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    zbMATH Keywords
    model selection
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    periodic autoregressive time series
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