Testing for a Moving Average Unit Root in Autoregressive Integrated Moving Average Models

DOI10.2307/2290341zbMath0775.62240OpenAlexW4256352689MaRDI QIDQ5288916

Publication date: 2 September 1993

Full work available at URL: https://doi.org/10.2307/2290341

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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