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Q4884610 - MaRDI portal

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scientific article; zbMATH DE number 897212
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English
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scientific article; zbMATH DE number 897212

    Statements

    author
    Richard A. Davis
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    Meiching Chen
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    William T. M. Dunsmuir
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    publication date
    8 October 1996
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    zbMATH Keywords
    unit root hypothesis
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    power comparisons
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    maximum likelihood estimation
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    MA(1) processes
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    moving average
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    unit circle
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    generalized likelihood ratio test
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    largest local maximizer
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62F03
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    62E20
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    zbMATH DE Number
    897212
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