scientific article; zbMATH DE number 777876

zbMath0822.62074MaRDI QIDQ4840383

David F. Findley, Ching-Zong Wei

Publication date: 24 July 1995

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

zbMATH Keywords

quadratic formsvector time seriesmartingale difference sequencemoment boundstochastic regressionVuong's testcentral limit theorem for sample covariancesestimated regression mean functionsmulti-step-ahead forecast-model comparisonsnonstationary meansstationary regressor selectionstationary, square summable autocovariances

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05)

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