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Q4356541 - MaRDI portal

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scientific article; zbMATH DE number 1069580
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scientific article; zbMATH DE number 1069580

    Statements

    author
    Paul Newbold
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    Christos Agiakloglou
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    John P. Miller
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    publication date
    5 January 1998
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    zbMATH Keywords
    testing for unit autoregressive roots
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    unobserved stochastic components
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    fractional difference models
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    persistence of shocks
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    parsimoniously parametrized time series
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    long-term inference
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    Identifiers

    zbMATH DE Number
    1069580
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