Limit theorems on a linear explosive stochastic model for time series with moving average error

zbMath0557.62078MaRDI QIDQ761750

K. N. Venkataraman, K. Suresh Chandra

Publication date: 1984

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

consistencyasymptotic normalityprocessasymptotic tests of fitestimators of autoregressive parametersexplosive time seriesmoving average errornonstationary ARMA

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)

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Cites Work

• Some limit theorems on an explosive model for time series, and their statistical applications
• Limit Theorems on Certain Nonstationary Linear Stochastic Models and Their Statistical Applications
• A Large-Sample Test for the Goodness of Fit of Autoregressive Schemes
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