Seasonal Moving‐average Unit Root Tests in the Presence of a Linear Trend (Q4221440)
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scientific article; zbMATH DE number 1234670
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Seasonal Moving‐average Unit Root Tests in the Presence of a Linear Trend |
scientific article; zbMATH DE number 1234670 |
Statements
Seasonal Moving‐average Unit Root Tests in the Presence of a Linear Trend (English)
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3 May 1999
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locally best invariant unbiased test
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noninvertible moving average
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point optimal test
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seasonal ARIMA model
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moving-average unit root
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generalized Brownian bridge
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