A sign test for unit roots in a seasonal MTAR model
From MaRDI portal
Publication:2372635
zbMath1115.62348MaRDI QIDQ2372635
Publication date: 31 July 2007
Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)
62G10: Nonparametric hypothesis testing
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
Related Items