Testing for a Unit Root in Autoregressive Moving‐average Models with Missing Data (Q4221439)
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scientific article; zbMATH DE number 1234669
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for a Unit Root in Autoregressive Moving‐average Models with Missing Data |
scientific article; zbMATH DE number 1234669 |
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Testing for a Unit Root in Autoregressive Moving‐average Models with Missing Data (English)
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10 June 1999
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maximum likelihood estimation
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unit root
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autoregressive moving-average
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missing values
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time series
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