Tests of integration in circular autoregressive models

DOI10.1007/BF03178937MaRDI QIDQ5123757zbMATH OpenOpenAlexFDO

Authors Paolo Paruolo

Publication date 29 September 2020

Published in Journal of the Italian Statistical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf03178937

zbMATH Keywords

circular matricescointegrationintegrationspatial autoregressive processes

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30)

Recommendations

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Cites work

• Likelihood analysis of seasonal cointegration
• Limiting distributions of least squares estimates of unstable autoregressive processes
• Modeling Satellite Ozone Data
• Time series: theory and methods.

Cited in

(3)

• Testing nested and non-nested periodically integrated autoregressive models
• scientific article; zbMATH DE number 6441661 (Why is no real title available?)
• Proximity-structured multivariate volatility models

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