Some Lagrange multiplier tests for seasonal differencing
type: Item
instance of: scholarly article
title: Some Lagrange multiplier tests for seasonal differencing
zbMATH Open document ID: 0735.62090
published in: Biometrika
publication date: 1992-06-26T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F05
Mathematics Subject Classification ID: 62M07
zbMATH DE Number: 23304
zbMATH Keywords: seasonal time series
zbMATH Keywords: seasonal differencing
zbMATH Keywords: Lagrange multiplier test
zbMATH Keywords: large sample representations
zbMATH Keywords: integrals of Wiener processes
zbMATH Keywords: regular differencing
zbMATH Keywords: unit root test
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1093/biomet/78.2.381
OpenAlex ID: W1997408493
DOI: 10.1093/BIOMET/78.2.381
description: scientific article; zbMATH DE number 23304