مرکز منطقه ای اطلاع رساني علوم و فناوري - Asymptotics of tests for a unit root in autoregression

Title of article :

Asymptotics of tests for a unit root in autoregression

Author/Authors :

Kenji Sakiyama، نويسنده , , Masanobu Taniguchi، نويسنده , , Madan L. Puri، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2002

Pages :

From page :

351

To page :

364

Keywords :

Autoregressive model , Tests for unit root , Near integrated process , Generalized LSE , Local asymptotic optimality , local asymptotic normality

Journal title :

Journal of Statistical Planning and Inference

Serial Year :

2002

Journal title :

Journal of Statistical Planning and Inference

Record number :

219513

Link To Document :