The limit theorem for dependent random variables with applications to autoregression models

DOI10.1007/s11424-011-8119-zzbMath1227.62075OpenAlexW2082822742MaRDI QIDQ646742

Xiao-Yun Yang, Yong Zhang, De-Hui Wang, Zhi Shan Dong

Publication date: 17 November 2011

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-011-8119-z

zbMATH Keywords

least squares estimatorunit root testnegatively associatedALNQD

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

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Cites Work

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