Pfriodograms of unit root time series: distributions and tests
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Publication:4383747
DOI10.1080/03610929808832651zbMath0887.62090MaRDI QIDQ4383747
Publication date: 25 May 1998
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610929808832651
frequency; time series; integration; periodogram; unit roots; autoregressive process; random walk with drift; seasonal components; table of percentiles
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F03: Parametric hypothesis testing
62F15: Bayesian inference
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