Testing for a unit root in an arima(p,1,0) signal observed with ma(q) noise (Q4843674)
From MaRDI portal
scientific article; zbMATH DE number 787001
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for a unit root in an arima(p,1,0) signal observed with ma(q) noise |
scientific article; zbMATH DE number 787001 |
Statements
Testing for a unit root in an arima(p,1,0) signal observed with ma(q) noise (English)
0 references
17 August 1995
0 references
measurement error
0 references
restricted ARIMA model
0 references
maximum likelihood estimation
0 references
large sample
0 references
Monte Carlo study
0 references
0 references
0 references
0 references
0 references
