Hypothesis Testing in ARIMA(p, 1, q) Models
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Publication:3690918
DOI10.2307/2287899zbMath0573.62084OpenAlexW4253528868MaRDI QIDQ3690918
Publication date: 1985
Full work available at URL: https://doi.org/10.2307/2287899
time seriesnonstationarityunit rootscharacteristic equationsdifferencingARIMA(p,1,q) processnonlinear least squares regression estimatorst-type statistics
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Non-Markovian processes: hypothesis testing (62M07)
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