Testing for a Unit Root in Autoregressive Moving‐average Models with Missing Data

DOI10.1111/1467-9892.00111zbMath0913.62084OpenAlexW2010840842MaRDI QIDQ4221439

Sahadeb Sarkar, Dong Wan Shin

Publication date: 10 June 1999

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9892.00111

zbMATH Keywords

maximum likelihood estimationtime seriesunit rootmissing valuesautoregressive moving-average

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03)

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