Testing for unit roots in a nearly nonstationary spatial autoregressive process
type: Item
instance of: scholarly article
title: Testing for unit roots in a nearly nonstationary spatial autoregressive process
zbMATH Open document ID: 0959.62075
DOI: 10.1023/A:1004184932031
author: B. B. Bhattacharyya
author: Xin Li
author: Marianna Pensky
author: Gary Richardson
published in: Annals of the Institute of Statistical Mathematics
publication date: 2001-05-02T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62M30
zbMATH DE Number: 1529861
zbMATH Keywords: first-order autoregressive process
zbMATH Keywords: nearly nonstationary
zbMATH Keywords: periodogram ordinate
zbMATH Keywords: Ornstein-Uhlenbeck process
zbMATH Keywords: unit roots
zbMATH Keywords: local Pitman-type alternatives
MaRDI profile type: Publication
full work available at URL: a:1004184932031
OpenAlex ID: W1978504414
description: scientific article; zbMATH DE number 1529861