ROBUST UNIT ROOT TESTS FOR SEASONAL AUTOREGRESSIVE PROCESS |
Oh, Yu-Jin
(Department of Statistics, Ewha Womans University)
So, Beong-Soo (Department of Statistics, Ewha Womans University) |
1 |
A new estimator for seasonal autoregressive process
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과학기술학회마을 |
2 |
Recursive mean adjustment for unit root tests
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DOI ScienceOn |
3 |
Exact nonparametric orthogonality and random walk tests
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DOI ScienceOn |
4 |
Testing for unit roots in seasonal time series
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DOI ScienceOn |
5 |
Cauchy estimators for autoregressive proesses with applications to unit root tests and confidence intervals
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6 |
Seasonal integration and cointegration
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DOI ScienceOn |
7 |
Recursive mean adjustment in time-series inferences
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DOI ScienceOn |
8 |
An invariant sign test for random walks based on recursive median adjustment
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DOI ScienceOn |