Testing for a unit root in autoregressive processes with systematic but incomplete sampling (Q1314704)
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: Testing for a unit root in autoregressive processes with systematic but incomplete sampling |
scientific article; zbMATH DE number 503667
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for a unit root in autoregressive processes with systematic but incomplete sampling |
scientific article; zbMATH DE number 503667 |
Statements
Testing for a unit root in autoregressive processes with systematic but incomplete sampling (English)
0 references
7 March 1994
0 references
Dickey-Fuller tests
0 references
ARMA processes
0 references
time series models
0 references
autoregressive model
0 references
systematic sampling
0 references
autoregressive moving average model
0 references
unit root test
0 references
Monte Carlo study
0 references
powers
0 references
0 references
