Pfriodograms of unit root time series: distributions and tests (Q4383747)
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scientific article; zbMATH DE number 1138625
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pfriodograms of unit root time series: distributions and tests |
scientific article; zbMATH DE number 1138625 |
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Pfriodograms of unit root time series: distributions and tests (English)
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25 May 1998
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frequency
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integration
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random walk with drift
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time series
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periodogram
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unit roots
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autoregressive process
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table of percentiles
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seasonal components
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