A note on testing for a unit root in an \(\text{ARIMA}(p,1,0)\) signal observed with \(\text{MA}(q)\) noise
type: Item
instance of: scholarly article
title: A note on testing for a unit root in an \(\text{ARIMA}(p,1,0)\) signal observed with \(\text{MA}(q)\) noise
zbMATH Open document ID: 0790.62087
DOI: 10.1016/0167-7152(93)90216-6
author: Sahadeb Sarkar
author: Dong Wan Shin
published in: Statistics \& Probability Letters
publication date: 1994-03-27T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F12
zbMATH DE Number: 503669
zbMATH Keywords: ARIMA\((p,1,0)\) signal contaminated by MA\((q)\) noise
zbMATH Keywords: restricted ARIMA\((p,1,p+q+1)\) process
zbMATH Keywords: strong consistency
zbMATH Keywords: time series
zbMATH Keywords: measurement error
zbMATH Keywords: nonstationarity
zbMATH Keywords: large sample properties
zbMATH Keywords: nonlinear constraints
zbMATH Keywords: maximum likelihood estimator of the unit root
zbMATH Keywords: limiting distribution
zbMATH Keywords: least squares estimator
zbMATH Keywords: AR(1) process
MaRDI profile type: Publication
full work available at URL: 0167-7152(93)90216-6
OpenAlex ID: W1981944636
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description: scientific article; zbMATH DE number 503669