A note on testing for a unit root in an ARIMA(p,1,0) signal observed with MA(q) noise

✍ Scribed by Dongwan Shin; Sahadeb Sarkar

• Publisher: Elsevier Science
• Year: 1993
• Tongue: English
• Weight: 574 KB
• Volume: 18
• Category: Article
• ISSN: 0167-7152
• DOI: 10.1016/0167-7152(93)90216-6