Testing for nonstationary parameter specifications in seasonal time series models

DOI10.1214/aos/1176345985zbMath0505.62074OpenAlexW2003738025MaRDI QIDQ1836456

David P. Hasza, Wayne A. Fuller

Publication date: 1982

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176345985

zbMATH Keywords

autoregressionseasonal time series modelstesting for nonstationary parameter specifications

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05)

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