A combined nonparametric test for seasonal unit roots

zbMATH Open1436.62403MaRDI QIDQ3295367FDOQ3295367

Authors: Robert M. Kunst 

Publication date: 8 July 2020

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zbMATH Keywords

seasonalitytime seriesvisualizationnonparametric tests

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)

Cited In (3)

• Powerful nonparametric seasonal unit root tests
• A GENERAL TEST FOR UNIVARIATE SEASONALITY
• The performance of the overall tests of seasonal integration against nonstationary alternatives: A unifying approach

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