Unit roots test: spatial model with long memory errors
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Publication:1644197
DOI10.1016/j.spl.2018.05.003zbMath1463.62253OpenAlexW2802005245MaRDI QIDQ1644197
Nathaniel Adu, G. D. Richardson
Publication date: 21 June 2018
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2018.05.003
Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Fractional processes, including fractional Brownian motion (60G22) Non-Markovian processes: hypothesis testing (62M07)
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