Local asymptotic distribution related to the AR(1) model with dependent errors
type: Item
instance of: scholarly article
title: Local asymptotic distribution related to the AR(1) model with dependent errors
zbMATH Open document ID: 0806.62072
DOI: 10.1016/0304-4076(94)90023-X
author: Seiji Nabeya
author: Pierre Perron
published in: Journal of Econometrics
publication date: 1995-02-16T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62Q05
zbMATH DE Number: 597848
zbMATH Keywords: MA(1) process
zbMATH Keywords: seasonal models
zbMATH Keywords: normalized least squares estimator
zbMATH Keywords: nearly integrated first-order autoregressive model
zbMATH Keywords: dependent errors
zbMATH Keywords: AR(1) process
zbMATH Keywords: MA root
zbMATH Keywords: AR root
zbMATH Keywords: limiting distributions
zbMATH Keywords: characteristic functions
zbMATH Keywords: numerical integration
zbMATH Keywords: approximation
zbMATH Keywords: finite sample distribution
MaRDI profile type: Publication
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full work available at URL: 0304-4076(94)90023-x
OpenAlex ID: W2001930004
description: scientific article; zbMATH DE number 597848