Lee, Taiyeong; Dickey, David A. - In: Journal of Time Series Analysis 25 (2004) 4, pp. 551-561
The likelihood function of a seasonal model, Y_t = ρY_t - d + e_t as implemented in computer algorithms under the assumption of stationary initial conditions is a function of ρ which is zero at the point ρ = 1. It is a smooth function for ρ in the above seasonal model with a well-defined...