Asymptotics of regressions with stationary and nonstationary residuals.

DOI10.1016/S0304-4149(02)00263-6zbMath1075.60507MaRDI QIDQ2574563

Ross A. Maller

Publication date: 29 November 2005

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

zbMATH Keywords

unit rootlinear regressionautocorrelationautoregressive processexplosive process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Functional limit theorems; invariance principles (60F17) Asymptotic properties of parametric tests (62F05)

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