ASYMPTOTIC INFERENCE FOR NON-INVERTIBLE MOVING-AVERAGE TIME SERIES (Q4870527)
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scientific article; zbMATH DE number 857994
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ASYMPTOTIC INFERENCE FOR NON-INVERTIBLE MOVING-AVERAGE TIME SERIES |
scientific article; zbMATH DE number 857994 |
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ASYMPTOTIC INFERENCE FOR NON-INVERTIBLE MOVING-AVERAGE TIME SERIES (English)
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20 March 1996
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autoregressive moving-average processes
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derived processes
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difference- stationarity
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near non-invertibility
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nonstationarity
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trend- stationarity
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least squares estimates
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functionals of stochastic integrals
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Brownian motion
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Ornstein-Uhlenbeck processes
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testing unit roots
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