Asymptotic properties of autoregressive integrated moving average processes

DOI10.1016/0304-4149(75)90030-7zbMath0328.62058OpenAlexW2038656047MaRDI QIDQ1226830

Bernt P. Stigum

Publication date: 1975

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(75)90030-7

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Sums of independent random variables; random walks (60G50) Sample path properties (60G17) Stochastic analysis (60H99) Foundations of stochastic processes (60G05)

Related Items

THE DISTRIBUTION OF NONSTATIONARY AUTOREGRESSIVE PROCESSES UNDER GENERAL NOISE CONDITIONS

Cites Work

• Asymptotic properties of dynamic stochastic parameter estimates
• Continuity of Gaussian processes and random Fourier series
• On the number of positive sums of independent random variables
• On the Statistical Treatment of Linear Stochastic Difference Equations
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item