TESTING FOR A UNIT ROOT IN AN AR(1) TIME SERIES USING IRREGULARLY OBSERVED DATA
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Publication:4892828
DOI10.1111/j.1467-9892.1996.tb00278.xzbMath0888.62089OpenAlexW1981546322MaRDI QIDQ4892828
Publication date: 8 June 1998
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.1996.tb00278.x
Monte Carlo studyunit rootautoregressive modelmissing datalarge sampleunequally spaced dataNewton-Raphson estimator
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Monte Carlo methods (65C05)
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Cites Work
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