Testing for a unit root in an arima(p,1,0) signal observed...

Testing for a unit root in an arima(p,1,0) signal observed with ma(q) noise

Dong Wan Shin,, Sarkar, Sahadeb
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Volume:
23
Language:
english
Journal:
Communications in Statistics - Theory and Methods
DOI:
10.1080/03610929408831408
Date:
January, 1994
File:
PDF, 798 KB
english, 1994
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