Consistency of the maximum likelihood estimators for nonstationary ARMA regressions with time trends
type: Item
instance of: scholarly article
title: Consistency of the maximum likelihood estimators for nonstationary ARMA regressions with time trends
zbMATH Open document ID: 0976.62090
DOI: 10.1016/S0378-3758(99)00175-5
author: Dong Wan Shin
author: Jong Hyup Lee
published in: Journal of Statistical Planning and Inference
publication date: 2002-01-08T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62F03
zbMATH DE Number: 1462132
zbMATH Keywords: Lagrangian multiplier test
zbMATH Keywords: likelihood ratio test
zbMATH Keywords: stationary null hypothesis
zbMATH Keywords: unit root test
zbMATH Keywords: nonstationary time series
zbMATH Keywords: autoregressive moving averages
MaRDI profile type: Publication
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full work available at URL: s0378-3758(99)00175-5
OpenAlex ID: W2091921611
description: scientific article; zbMATH DE number 1462132