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Q5287463 - MaRDI portal

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scientific article; zbMATH DE number 233049
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English
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scientific article; zbMATH DE number 233049

    Statements

    publication date
    31 January 1994
    0 references
    zbMATH Keywords
    ARMA processes
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    time series models
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    autoregressive moving average
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    nonstationarity
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    time varying parameters
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    null hypothesis of parameter constancy
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    author
    Helmut Lütkepohl
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62F03
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    62H15
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    zbMATH DE Number
    233049
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