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Pfriodograms of unit root time series: distributions and tests - MaRDI portal

Pfriodograms of unit root time series: distributions and tests (Q4383747)

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scientific article; zbMATH DE number 1138625
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English
Pfriodograms of unit root time series: distributions and tests
scientific article; zbMATH DE number 1138625

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    Pfriodograms of unit root time series: distributions and tests (English)
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    25 May 1998
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    frequency
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    integration
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    random walk with drift
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    time series
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    periodogram
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    unit roots
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    autoregressive process
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    table of percentiles
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    seasonal components
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