Testing for unit roots in autoregressive-moving average models of unknown order (Q3678522)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for unit roots in autoregressive-moving average models of unknown order |
scientific article |
Statements
Testing for unit roots in autoregressive-moving average models of unknown order (English)
0 references
1984
0 references
testing for unit roots
0 references
autoregressive-moving average time series
0 references
mixed model
0 references
nonstationary
0 references
ARMA model
0 references
unknown order
0 references
autoregressive approximation
0 references
studentized statistic
0 references
