Some tests for unit roots in seasonal time series with deterministic trends (Q1209458)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Some tests for unit roots in seasonal time series with deterministic trends |
scientific article; zbMATH DE number 167960
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some tests for unit roots in seasonal time series with deterministic trends |
scientific article; zbMATH DE number 167960 |
Statements
Some tests for unit roots in seasonal time series with deterministic trends (English)
0 references
16 May 1993
0 references
empirical percentiles
0 references
Lagrange multiplier principle
0 references
testing seasonal unit roots
0 references
time series
0 references
deterministic trends
0 references
functionals of stochastic integrals of standard Brownian bridges
0 references
seasonal periods
0 references
0 references
