Testing for a unit root in an arima(p,1,0) signal observed with ma(q) noise (Q4843674)
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scientific article; zbMATH DE number 787001
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| English | Testing for a unit root in an arima(p,1,0) signal observed with ma(q) noise |
scientific article; zbMATH DE number 787001 |
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Testing for a unit root in an arima(p,1,0) signal observed with ma(q) noise (English)
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17 August 1995
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measurement error
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restricted ARIMA model
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maximum likelihood estimation
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large sample
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Monte Carlo study
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0.9331486821174622
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0.9331484436988832
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0.8376706838607788
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0.8376706838607788
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0.8338574767112732
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