Tests for Seasonal Moving Average Unit Root in ARIMA Models

DOI10.2307/2965721zbMath0889.62077OpenAlexW4239441098MaRDI QIDQ4366254

Gregory C. Reinsel, W. K. Tam

Publication date: 18 June 1998

Full work available at URL: https://doi.org/10.2307/2965721

zbMATH Keywords

unit rootnoninvertible moving averagelocally best invariant unbiased testseasonal ARIMA modelpoint-optimal test

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Monte Carlo methods (65C05)

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