Consistency of the maximum likelihood estimators for nonstationary ARMA regressions with time trends (Q1567511)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistency of the maximum likelihood estimators for nonstationary ARMA regressions with time trends |
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Consistency of the maximum likelihood estimators for nonstationary ARMA regressions with time trends (English)
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8 January 2002
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Lagrangian multiplier test
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likelihood ratio test
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stationary null hypothesis
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unit root test
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nonstationary time series
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autoregressive moving averages
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