Some Lagrange multiplier tests for seasonal differencing (Q3981116)
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scientific article; zbMATH DE number 23304
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some Lagrange multiplier tests for seasonal differencing |
scientific article; zbMATH DE number 23304 |
Statements
Some Lagrange multiplier tests for seasonal differencing (English)
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26 June 1992
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seasonal time series
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seasonal differencing
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Lagrange multiplier test
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large sample representations
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integrals of Wiener processes
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regular differencing
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unit root test
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