Unit roots in moving averages beyond first order
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Publication:449984
DOI10.1214/11-AOS935zbMath1246.62183arXiv1203.2496OpenAlexW2004012270MaRDI QIDQ449984
Publication date: 3 September 2012
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1203.2496
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Related Items (4)
A likelihood ratio type test for invertibility in moving average processes ⋮ Extensions of saddlepoint-based bootstrap inference ⋮ Functional convergence of stochastic integrals with application to statistical inference ⋮ Identification of the differencing operator of a non-stationary time series via testing for zeroes in the spectral density
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