Pfriodograms of unit root time series: distributions and tests

DOI10.1080/03610929808832651zbMath0887.62090OpenAlexW2134758566MaRDI QIDQ4383747

David A. Dickey, Yilmaz Akdi

Publication date: 25 May 1998

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929808832651

zbMATH Keywords

frequencytime seriesintegrationperiodogramunit rootsautoregressive processrandom walk with driftseasonal componentstable of percentiles

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Bayesian inference (62F15)

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