Seasonal Moving‐average Unit Root Tests in the Presence of a Linear Trend

DOI10.1111/1467-9892.00112zbMath0911.62087OpenAlexW2071444727MaRDI QIDQ4221440

Gregory C. Reinsel, W. K. Tam

Publication date: 3 May 1999

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

Full work available at URL: https://doi.org/10.1111/1467-9892.00112

zbMATH Keywords

point optimal testgeneralized Brownian bridgenoninvertible moving averagelocally best invariant unbiased testseasonal ARIMA modelmoving-average unit root

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03)

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Asymptotic Properties of OLS Estimates in Autoregressions with Bounded or Slowly Growing Deterministic Trends

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