Some limit theorems on an explosive model for time series, and their statistical applications

zbMath0477.62076MaRDI QIDQ1161026

K. N. Venkataraman

Publication date: 1981

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

asymptotic spectral densityconsistent estimatorsasymptotic normal estimators

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

Related Items (1)

Limit theorems on a linear explosive stochastic model for time series with moving average error

Cites Work

• A spectral limit theorem on a non-linear stochastic process with non- additive, independent, linear components
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