Asymptotic inference for unstable auto-regressive time series with drifts (Q1262060)
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scientific article; zbMATH DE number 4123103
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic inference for unstable auto-regressive time series with drifts |
scientific article; zbMATH DE number 4123103 |
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Asymptotic inference for unstable auto-regressive time series with drifts (English)
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1989
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asymptotic normality
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Brownian motions
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degenerate non-normal
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distribution
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characteristic roots
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asymptotic inference
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least squares estimates
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unstable autoregressive time series with drifts
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periodic drifts
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constant nonzero drifts
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unit root time series
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