In this article, we propose seasonal unit root test statistics based on the Weighted Symmetric estimator and derive representation for limiting distributions of the statistics.
在平均值为零或平均值为已知的季节时间序列模型中,根据加权对称估计量提出季节单位根的检验统计量,并求出此统计量的极限分布的表达式。
In this article, we propose seasonal unit root test statistics based on the Weighted Symmetric estimator and derive representation for limiting distributions of the statistics.
在平均值为零或平均值为已知的季节时间序列模型中,根据加权对称估计量提出季节单位根的检验统计量,并求出此统计量的极限分布的表达式。
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