Estimation for autoregressive processes with unit roots (Q1132485)
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scientific article; zbMATH DE number 3653373
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation for autoregressive processes with unit roots |
scientific article; zbMATH DE number 3653373 |
Statements
Estimation for autoregressive processes with unit roots (English)
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1979
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autoregressive processes
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unit roots
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stochastic difference equation
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least squares estimator
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least squares regression
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time trend
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intercept terms
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estimated percentiles
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Monte Carlo method
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time series
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test
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non stationarity
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