Pages that link to "Item:Q1209458"
From MaRDI portal
The following pages link to Some tests for unit roots in seasonal time series with deterministic trends (Q1209458):
Displaying 30 items.
- Efficient tests for the presence of a pair of complex conjugate unit roots in real time series (Q269393) (← links)
- Efficient tests of the seasonal unit root hypothesis (Q289171) (← links)
- Spurious deterministic seasonality (Q672885) (← links)
- On time series with randomized unit root and randomized seasonal unit root (Q951936) (← links)
- Sample size, lag order and critical values of seasonal unit root tests (Q959358) (← links)
- Additional critical values and asymptotic representations for seasonal unit root tests (Q1298416) (← links)
- Unit roots tests and SARIMA models (Q1351709) (← links)
- Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots (Q1410564) (← links)
- Gaussian tests for seasonal unit roots based on Cauchy estimation and recursive mean adjustments (Q1588306) (← links)
- Bootstrap tests for unit roots in seasonal autoregressive models (Q1593727) (← links)
- Numerical distribution functions for seasonal unit root tests (Q1623524) (← links)
- Recursive demeaning and deterministic seasonality (Q1779676) (← links)
- Normalizations for periodogram-based unit root tests. (Q1871345) (← links)
- Unit root tests for seasonal models with deterministic trends (Q1907886) (← links)
- A note on the application of the DF test to seasonal data (Q1974085) (← links)
- Effect of neglected deterministic seasonality on unit root tests (Q2457770) (← links)
- Seasonal unit root tests in long periodicity cases (Q2511565) (← links)
- Likelihood ratio tests for seasonal unit roots (Q2703247) (← links)
- Determining the order of differencing in seasonal time series processes (Q2707873) (← links)
- On Augmented Franses Tests for Seasonal Unit Roots (Q2807639) (← links)
- Asymptotic laws of successive least squares estimates for seasonal arima models and application (Q3440774) (← links)
- Some Lagrange multiplier tests for seasonal differencing (Q3981116) (← links)
- Tests for white noise against alternatives with both seasonal and nonseasonal serial correlation (Q4216700) (← links)
- Increasing seasonal variation; unit roots versus shifts in mean and trend (Q4258742) (← links)
- Some tests for unit roots in autoregressive-integrated-moving average models with deterministic trends (Q4299466) (← links)
- Locally Optimal Tests Against Unit Roots in Seasonal Time Series Processes (Q4455674) (← links)
- On LM type tests for seasonal unit roots in quarterly data (Q4551779) (← links)
- Limiting distributions of unconditional maximum likelihood unit root test statistics in seasonal time–series models (Q4677030) (← links)
- Parameter inference for time series with regular and seasonal unit roots (Q4843756) (← links)
- On LM-type tests for seasonal unit roots in the presence of a break in trend (Q4979096) (← links)
