On time series with randomized unit root and randomized seasonal unit root
type: Item
instance of: scholarly article
title: On time series with randomized unit root and randomized seasonal unit root
zbMATH Open document ID: 1429.62395
DOI: 10.1016/S0167-9473(02)00298-0
author: Pak Wing Fong
author: Wai Keung Li
published in: Computational Statistics and Data Analysis
publication date: 2008-11-04T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 5361819
zbMATH Keywords: Brownian motion
zbMATH Keywords: Markov chain Monte Carlo
zbMATH Keywords: randomized seasonal unit root
zbMATH Keywords: randomized unit root
zbMATH Keywords: score-based test
MaRDI profile type: Publication
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full work available at URL: s0167-9473(02)00298-0
OpenAlex ID: W2041297177
description: scientific article; zbMATH DE number 5361819