DISTRIBUTION OF RESIDUAL AUTOCORRELATIONS IN NONSTATIONARY AUTOREGRESSIVE PROCESSES (Q4870533)
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scientific article; zbMATH DE number 858000
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | DISTRIBUTION OF RESIDUAL AUTOCORRELATIONS IN NONSTATIONARY AUTOREGRESSIVE PROCESSES |
scientific article; zbMATH DE number 858000 |
Statements
DISTRIBUTION OF RESIDUAL AUTOCORRELATIONS IN NONSTATIONARY AUTOREGRESSIVE PROCESSES (English)
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20 March 1996
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residual autocorrelations
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nonstationary autoregressive processes
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autoregressive characteristic roots
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residual autocovariances
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limiting distributions
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Canadian lynx data set
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portmanteau test
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unit circle
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