Testing for a unit root in autoregressive processes with systematic but incomplete sampling
type: Item
instance of: scholarly article
title: Testing for a unit root in autoregressive processes with systematic but incomplete sampling
zbMATH Open document ID: 0788.62082
DOI: 10.1016/0167-7152(93)90214-4
author: Sastry G. Pantula
author: Dong Wan Shin
published in: Statistics \& Probability Letters
publication date: 1994-03-07T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F03
Mathematics Subject Classification ID: 62F10
zbMATH DE Number: 503667
zbMATH Keywords: Dickey-Fuller tests
zbMATH Keywords: ARMA processes
zbMATH Keywords: time series models
zbMATH Keywords: autoregressive model
zbMATH Keywords: systematic sampling
zbMATH Keywords: autoregressive moving average model
zbMATH Keywords: unit root test
zbMATH Keywords: Monte Carlo study
zbMATH Keywords: powers
MaRDI profile type: Publication
full work available at URL: 0167-7152(93)90214-4
OpenAlex ID: W1965292978
cites work: Q3847819
cites work: Distribution of the Estimators for Autoregressive Time Series With a Unit Root
cites work: Q4124141
cites work: Testing for unit roots in autoregressive moving average models. An instrumental variable approach
cites work: Testing for unit roots in autoregressive-moving average models of unknown order
cites work: Hypothesis Testing in ARIMA(p, 1, q) Models
description: scientific article; zbMATH DE number 503667