Pages that link to "Item:Q1324599"
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The following pages link to Unit root tests for \(\text{ARIMA}(0,1,q)\) models with irregularly observed samples (Q1324599):
Displaying 9 items.
- Unit root tests for time series with outliers (Q1129416) (← links)
- Testing for a unit root in autoregressive processes with systematic but incomplete sampling (Q1314704) (← links)
- Unit root testing in integer-valued AR(1) models (Q1589595) (← links)
- A strategy for testing the unit root in AR(1) model with intercept: a Monte Carlo experiment (Q2495837) (← links)
- An ADF coefficient test for a unit root in ARMA models of unknown order with empirical applications to the US economy (Q4415853) (← links)
- Testing for a unit root in an arima(p,1,0) signal observed with ma(q) noise (Q4843674) (← links)
- Likelihood ratio type unit root tests for ar(1)models with nonconsecutive observations (Q4843810) (← links)
- Parameter estimation in regression models with autocorrelated errors using irregular data (Q4843857) (← links)
- TESTING FOR A UNIT ROOT IN AN AR(1) TIME SERIES USING IRREGULARLY OBSERVED DATA (Q4892828) (← links)
