Pages that link to "Item:Q4892824"
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The following pages link to UNIT ROOTS IN PERIODIC AUTOREGRESSIONS (Q4892824):
Displaying 14 items.
- Asymmetry and nonstationarity for a seasonal time series model (Q278236) (← links)
- Testing for periodic integration (Q672884) (← links)
- Temporal aggregation in a periodically integrated autoregressive process (Q1129424) (← links)
- Representations of \(I(2)\) cointegrated systems using the Smith-McMillan form (Q1298451) (← links)
- Multiple unit roots in periodic autoregression (Q1367143) (← links)
- Impulse response functions for periodic integration (Q1389739) (← links)
- Gaussian tests for seasonal unit roots based on Cauchy estimation and recursive mean adjustments (Q1588306) (← links)
- Forecasting seasonal time series data: a Bayesian model averaging approach (Q1729308) (← links)
- Periodic integration: Further results on model selection and forecasting (Q1915112) (← links)
- Explosive strong periodic autoregression with multiplicity one (Q2344392) (← links)
- On the performance of the DHF tests against nonstationary alternatives (Q2489804) (← links)
- Non-parametric testing for seasonally and periodically integrated processes (Q2931591) (← links)
- ON AUGMENTED HEGY TESTS FOR SEASONAL UNIT ROOTS (Q3168425) (← links)
- Periodic autoregressive conditional duration (Q5030949) (← links)
