ASYMPTOTIC DISTRIBUTIONS FOR UNIT ROOT TEST STATISTICS IN NEARLY INTEGRATED SEASONAL AUTOREGRESSIVE MODELS (Q4512679)
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scientific article; zbMATH DE number 1525690
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ASYMPTOTIC DISTRIBUTIONS FOR UNIT ROOT TEST STATISTICS IN NEARLY INTEGRATED SEASONAL AUTOREGRESSIVE MODELS |
scientific article; zbMATH DE number 1525690 |
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ASYMPTOTIC DISTRIBUTIONS FOR UNIT ROOT TEST STATISTICS IN NEARLY INTEGRATED SEASONAL AUTOREGRESSIVE MODELS (English)
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29 March 2001
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seasonal autoregressive models
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intercept
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linear trend
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ordinary least squares estimator
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