Testing for a unit root in an arima(p,1,0) signal observed with ma(q) noise
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Publication:4843674
DOI10.1080/03610929408831408zbMath0825.62230OpenAlexW1971777280MaRDI QIDQ4843674
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Publication date: 17 August 1995
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610929408831408
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TESTING FOR A UNIT ROOT IN AN AR(1) TIME SERIES USING IRREGULARLY OBSERVED DATA ⋮ Maximum likelihood estimation for arma models in the presence of ARMA errors
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