On the asymptotics of residuals in autoregressive moving average processes with one autoregressive unit root (Q1916215)
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scientific article; zbMATH DE number 896098
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the asymptotics of residuals in autoregressive moving average processes with one autoregressive unit root |
scientific article; zbMATH DE number 896098 |
Statements
On the asymptotics of residuals in autoregressive moving average processes with one autoregressive unit root (English)
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8 October 1996
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autoregressive moving average model
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Brownian motion
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nonstationary process
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unit root
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limiting distribution
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residual autocorrelations
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ARMA process
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partial sum process of residuals
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0.88597155
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0.87261224
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