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DOI10.3785/J.ISSN.1008-9497.2012.05.007zbMath1289.62096MaRDI QIDQ2860207

Hong Zou, Daimin Shi, Kai Zhi Yu

Publication date: 19 November 2013

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

unit root random walk thinning operation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Economic time series analysis (91B84) Sums of independent random variables; random walks (60G50)

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