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Testing for unit roots in a nearly nonstationary spatial autoregressive process - MaRDI portal

Testing for unit roots in a nearly nonstationary spatial autoregressive process (Q1585872)

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scientific article; zbMATH DE number 1529861
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English
Testing for unit roots in a nearly nonstationary spatial autoregressive process
scientific article; zbMATH DE number 1529861

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    Testing for unit roots in a nearly nonstationary spatial autoregressive process (English)
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    2 May 2001
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    first-order autoregressive process
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    nearly nonstationary
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    periodogram ordinate
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    Ornstein-Uhlenbeck process
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    unit roots
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    local Pitman-type alternatives
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