caa a22 4500 47582654X CHVBK 20180406123830.0 cr unu---uuuuu 170329e20000301xx s 000 0 eng 10.1023/A:1004184932031 doi (NATIONALLICENCE)springer-10.1023/A:1004184932031 Testing for Unit Roots in a Nearly Nonstationary Spatial Autoregressive Process [Elektronische Daten] [B. Bhattacharyya, X. Li, M. Pensky, G. Richardson] The limiting distribution of the normalized periodogram ordinate is used to test for unit roots in the first-order autoregressive model Ζst=α Ζs-1,t+βΖs,t-1-αβ Ζs-1,t-1+ɛst. Moreover, for the sequence α n = e c/n , β n = e d/n of local Pitman-type alternatives, the limiting distribution of the normalized periodogram ordinate is shown to be a linear combination of two independent chi-square random variables whose coefficients depend on c and d. This result is used to tabulate the asymptotic power of a test for various values of c and d. A comparison is made between the periodogram test and a spatial domain test. The Institute of Statistical Mathematics, 2000 First-order autoregressive process nationallicence unit roots nationallicence nearly non-stationary nationallicence periodogram ordinate nationallicence local Pitman-type alternatives nationallicence Ornstein-Uhlenbeck process nationallicence Bhattacharyya B. Department of Statistics, North Carolina State University, 27695-8203, Raleigh, NC, U.S.A. aut Li X. Department of Mathematics, University of Central Florida, 32816-1364, Orlando, FL, U.S.A. aut Pensky M. Department of Mathematics, University of Central Florida, 32816-1364, Orlando, FL, U.S.A. aut Richardson G. Department of Mathematics, University of Central Florida, 32816-1364, Orlando, FL, U.S.A. aut Annals of the Institute of Statistical Mathematics Kluwer Academic Publishers 52/1(2000-03-01), 71-83 0020-3157 52:1<71 2000 52 10463 https://doi.org/10.1023/A:1004184932031 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1023/A:1004184932031 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Bhattacharyya B. Department of Statistics, North Carolina State University, 27695-8203, Raleigh, NC, U.S.A aut NATIONALLICENCE 700 1- Li X. Department of Mathematics, University of Central Florida, 32816-1364, Orlando, FL, U.S.A aut NATIONALLICENCE 700 1- Pensky M. Department of Mathematics, University of Central Florida, 32816-1364, Orlando, FL, U.S.A aut NATIONALLICENCE 700 1- Richardson G. Department of Mathematics, University of Central Florida, 32816-1364, Orlando, FL, U.S.A aut NATIONALLICENCE 773 0- Annals of the Institute of Statistical Mathematics Kluwer Academic Publishers 52/1(2000-03-01), 71-83 0020-3157 52:1<71 2000 52 10463 Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer