Tests of integration in circular autoregressive models

DOI10.1007/BF03178937zbMath1454.62269OpenAlexW1977785081MaRDI QIDQ5123757

Paolo Paruolo

Publication date: 29 September 2020

Published in: Journal of the Italian Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf03178937

zbMATH Keywords

integrationcointegrationspatial autoregressive processescircular matrices

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03)

Related Items (1)

Proximity-Structured Multivariate Volatility Models

Cites Work

• Limiting distributions of least squares estimates of unstable autoregressive processes
• Time series: theory and methods.
• Likelihood analysis of seasonal cointegration
• Modeling Satellite Ozone Data

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