Unit root tests for \(\text{ARIMA}(0,1,q)\) models with irregularly observed samples
type: Item
instance of: scholarly article
title: Unit root tests for \(\text{ARIMA}(0,1,q)\) models with irregularly observed samples
zbMATH Open document ID: 0795.62079
DOI: 10.1016/0167-7152(94)90103-1
author: Sahadeb Sarkar
author: Dong Wan Shin
published in: Statistics \& Probability Letters
publication date: 1994-09-18T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 571680
zbMATH Keywords: large samples
zbMATH Keywords: missing or unequally spaced data
zbMATH Keywords: Monte Carlo study
zbMATH Keywords: \(\text{ARIMA}(0,1,q)\) model
zbMATH Keywords: autoregressive unit root
zbMATH Keywords: irregularly observed sample
zbMATH Keywords: unit root test
zbMATH Keywords: instrumental variable estimation
zbMATH Keywords: ordinary least squares estimator
MaRDI profile type: Publication
full work available at URL: 0167-7152(94)90103-1
OpenAlex ID: W2040244985
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cites work: A note on testing for a unit root in an \(\text{ARIMA}(p,1,0)\) signal observed with \(\text{MA}(q)\) noise
description: scientific article; zbMATH DE number 571680