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The Limiting Distribution of the Residual Processes in Nonstationary Autoregressive Processes - MaRDI portal

The Limiting Distribution of the Residual Processes in Nonstationary Autoregressive Processes (Q4255276)

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scientific article; zbMATH DE number 1323420
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The Limiting Distribution of the Residual Processes in Nonstationary Autoregressive Processes
scientific article; zbMATH DE number 1323420

    Statements

    The Limiting Distribution of the Residual Processes in Nonstationary Autoregressive Processes (English)
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    10 August 1999
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    autoregression model
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    nonstationary process
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    time series
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    residuals
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