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Testing for a Moving Average Unit Root in Autoregressive Integrated Moving Average Models
Work
Year: 1993
Type: article
Source: Journal of the American Statistical Association
Authors Pentti Saikkonen, Ritva Luukkonen
Institutions Statistics Finland, University of Helsinki, Finnish Institute of Occupational Health
Cites:
Cited by: 50
Related to: 10
FWCI: 10.84
Citation percentile (by year/subfield): 74.75
Topic: Advanced Statistical Methods and Models
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: closed