Point optimal tests for testing the order of differencing in ARIMA models
Pentti Saikkonen ; Ritva Luukkonen
| Year of publication: |
1993
|
|---|---|
| Authors: | Saikkonen, Pentti |
| Other Persons: | Luukkonen, Ritva (contributor) |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 9.1993, 3, p. 343-362
|
| Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001151130