On time series with randomized unit root and randomized...

Computational Statistics & Data Analysis 2003 Vol. 43; Iss. 3

On time series with randomized unit root and randomized seasonal unit root

Pak Wing Fong, Wai Keung Li
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Volume:
43
Year:
2003
Language:
english
Pages:
27
DOI:
10.1016/s0167-9473(02)00298-0
File:
PDF, 315 KB
english, 2003
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