A sequential test for a unit root in monitoring a p-th order autoregressive process
Kohtaro Hitomi, Keiji Nagai, Yoshihiko Nishiyama and Junfan Tao
| Year of publication: |
2023
|
|---|---|
| Authors: | Hitomi, Kohtaro ; Nagai, Keiji ; Nishiyama, Yoshihiko ; Tao, Junfan |
| Published in: |
Essays in honor of Joon Y. Park : econometric theory. - Bingley, U.K. : Emerald Publishing Limited, ISBN 978-1-83753-210-0. - 2023, p. 115-153
|
| Subject: | Sequential sampling | unit root test | observed Fisherinformation | DDS Brownian motion | functional centrallimit theorem in D(0,∞) | local asymptotic normality | Schätztheorie | Estimation theory | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis | Stichprobenerhebung | Sampling | Stochastischer Prozess | Stochastic process | Statistische Methodenlehre | Statistical theory |
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