𝔖 Bobbio Scriptorium
✦   LIBER   ✦

On Sign Tests in ARMA Models with Possibly Infinite Error Variance

✍ Scribed by Boldin, M. V.; Stute, W.


Book ID
118219737
Publisher
Society for Industrial and Applied Mathematics
Year
2005
Tongue
English
Weight
260 KB
Volume
49
Category
Article
ISSN
0040-585X

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


New tests for unit roots in autoregressi
✍ Dong Wan Shin; Beong Soo So πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 118 KB

For autoregressive processes with possibly inΓΏnite variance innovations, tests for unit roots are constructed. The limiting null distributions of the test statistics are standard normal both for ΓΏnite variance innovations and for inΓΏnite variance innovations. The test statistics are the pivotal stat