ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES
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Publication:4512689
DOI10.1017/S0266466699153015zbMath0964.62092OpenAlexW2132158377MaRDI QIDQ4512689
Peter C. B. Phillips, Joon Y. Park
Publication date: 19 July 2001
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466699153015
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) General nonlinear regression (62J02) Local time and additive functionals (60J55)
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