Testing for Unit Roots in a Nearly Nonstationary Spatial Autoregressive Process
Year of publication: |
2000
|
---|---|
Authors: | Bhattacharyya, B. ; Li, X. ; Pensky, M. ; Richardson, G. |
Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 52.2000, 1, p. 71-83
|
Publisher: |
Springer |
Subject: | First-order autoregressive process | unit roots | nearly non-stationary | periodogram ordinate | local Pitman-type alternatives | Ornstein-Uhlenbeck process |
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