Limiting distributions of unconditional maximum likelihood unit root test statistics in seasonal time–series models
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Publication:4677030
DOI10.1111/j.1467-9892.2004.01814.xzbMath1062.62192OpenAlexW3122504132MaRDI QIDQ4677030
Publication date: 20 May 2005
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.2004.01814.x
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Applications of statistics to environmental and related topics (62P12)
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Marginal likelihood and unit roots, Maximum likelihood estimation for nearly non‐stationary stable autoregressive processes
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