Marginal likelihood and unit roots (Q276943)

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Marginal likelihood and unit roots
scientific article

    Statements

    title
    Marginal likelihood and unit roots (English)
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    author
    Marc K. Francke
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    Aart F. de Vos
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    publication date
    4 May 2016
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    zbMATH Keywords
    asymptotic distribution
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    autoregressive moving average model
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    hypothesis testing
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    cites work
    Q4144646
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    Q4802629
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    Q4124141
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    Q5309202
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    Q5605537
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    Q3747485
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    Q4892506
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    Identifiers

    Mathematics Subject Classification ID
    62M07
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    62M10
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    62E20
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    62P20
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    zbMATH DE Number
    6577374
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    OpenAlex ID
    W2166748222
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