Testing for a Unit Root in Noncausal Autoregressive Models (Q3466888)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for a Unit Root in Noncausal Autoregressive Models |
scientific article |
Statements
Testing for a Unit Root in Noncausal Autoregressive Models (English)
0 references
25 January 2016
0 references
maximum likelihood estimation
0 references
noncausal autoregressive model
0 references
non-Gaussian time series
0 references
unit root
0 references
bootstrap
0 references
0 references
