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Q4884570 - MaRDI portal

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scientific article; zbMATH DE number 897115
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English
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scientific article; zbMATH DE number 897115

    Statements

    author
    Wayne A. Fuller
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    publication date
    7 July 1996
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    Mathematics Subject Classification ID
    62M10
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    62-01
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    62M15
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    62-02
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    zbMATH DE Number
    897115
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    zbMATH Keywords
    ARMA processes
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    time series
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    periodogram
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    parameter estimation
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    large sample theory
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    nonliner estimation
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    multivariate models
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    state space representations
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    empirical model identification
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    nonstationary time series
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    central limit theorems
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    martingale differences
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    new tests for unit roots
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