Time Series Regression with a Unit Root (Q4720609)
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scientific article; zbMATH DE number 3992718
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time Series Regression with a Unit Root |
scientific article; zbMATH DE number 3992718 |
Statements
Time Series Regression with a Unit Root (English)
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1987
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least squares regression
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random walk hypothesis
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Wiener process
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asymptotic expansion
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Autoregressive time series
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test for unit roots
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weakly dependent and heterogeneously distributed innovations
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functional limit theory on metric spaces
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new limiting distribution theory
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continuous data recording
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