Limiting distributions of unconditional maximum likelihood unit root test statistics in seasonal time–series models (Q4677030)
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scientific article; zbMATH DE number 2169602
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limiting distributions of unconditional maximum likelihood unit root test statistics in seasonal time–series models |
scientific article; zbMATH DE number 2169602 |
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Limiting distributions of unconditional maximum likelihood unit root test statistics in seasonal time–series models (English)
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20 May 2005
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seasonal trend
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linear trend
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autoregression
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maximum likelihood estimator
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