Unit roots: periodogram ordinate
From MaRDI portal
Publication:2489876
DOI10.1016/j.spl.2005.09.011zbMath1087.62095MaRDI QIDQ2489876
G. D. Richardson, P. V. Flores, B. B. Bhattacharyya
Publication date: 28 April 2006
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2005.09.011
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62E20: Asymptotic distribution theory in statistics
62F05: Asymptotic properties of parametric tests
Cites Work
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- Pfriodograms of unit root time series: distributions and tests
- Fractional Brownian Motions, Fractional Noises and Applications