Asymptotics of tests for a unit root in autoregression (Q1866241)
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scientific article; zbMATH DE number 1892386
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics of tests for a unit root in autoregression |
scientific article; zbMATH DE number 1892386 |
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Asymptotics of tests for a unit root in autoregression (English)
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3 April 2003
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autoregressive model
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tests for unit root
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near integrated process
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generalized LSE
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local asymptotic optimality
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local asymptotic normality
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