The adequacy of asymptotic approximations in the near-integrated autoregressive model with dependent errors (Q1907605)
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scientific article; zbMATH DE number 844110
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The adequacy of asymptotic approximations in the near-integrated autoregressive model with dependent errors |
scientific article; zbMATH DE number 844110 |
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The adequacy of asymptotic approximations in the near-integrated autoregressive model with dependent errors (English)
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8 April 1996
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functional weak convergence
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unit root process
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autoregressive moving- average models
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normalized least squares estimator
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nearly integrated first-order autoregressive model
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dependent errors
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asymptotic expansion
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limiting moment generating function
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numerical integration
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simulation study
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MA(1) errors
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AR(1) errors
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