• Title of article

    Consistency of the maximum likelihood estimators for nonstationary ARMA regressions with time trends

  • Author/Authors

    Dong Wan Shin، نويسنده , , Jong Hyup Lee، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2000
  • Pages
    14
  • From page
    55
  • To page
    68
  • Keywords
    Stationary null hypothesis , Unit root test , Lagrangian multiplier test , Autoregressive moving average , Likelihood ratio test
  • Journal title
    Journal of Statistical Planning and Inference
  • Serial Year
    2000
  • Journal title
    Journal of Statistical Planning and Inference
  • Record number

    218949

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=218949