Efficient tests for the presence of a pair of complex conjugate unit roots in real time series (Q269393)
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scientific article; zbMATH DE number 6570273
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient tests for the presence of a pair of complex conjugate unit roots in real time series |
scientific article; zbMATH DE number 6570273 |
Statements
Efficient tests for the presence of a pair of complex conjugate unit roots in real time series (English)
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18 April 2016
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seasonal unit root
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complex Wiener process
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complex Ornstein-Uhlenbeck process
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point-optimal invariant test
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