TESTING FOR A UNIT ROOT IN AN AR(1) TIME SERIES USING IRREGULARLY OBSERVED DATA (Q4892828)
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scientific article; zbMATH DE number 922074
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | TESTING FOR A UNIT ROOT IN AN AR(1) TIME SERIES USING IRREGULARLY OBSERVED DATA |
scientific article; zbMATH DE number 922074 |
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TESTING FOR A UNIT ROOT IN AN AR(1) TIME SERIES USING IRREGULARLY OBSERVED DATA (English)
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8 June 1998
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autoregressive model
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large sample
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unequally spaced data
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Monte Carlo study
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unit root
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missing data
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Newton-Raphson estimator
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