Mean and autocovariance function estimation near the boundary of stationarity
type: Item
instance of: scholarly article
title: Mean and autocovariance function estimation near the boundary of stationarity
zbMATH Open document ID: 1443.62260
author: L. Giraitis
author: Peter C. B. Phillips
published in: Journal of Econometrics
publication date: 2017-05-12T00:00:00Z
full work available at URL: https://ink.library.smu.edu.sg/soe_research/1831
full work available at URL: S0304407612000309
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6714727
zbMATH Keywords: asymptotic normality
zbMATH Keywords: integrated periodogram
zbMATH Keywords: linear process
zbMATH Keywords: local to unity
zbMATH Keywords: localizing coefficient
MaRDI profile type: Publication
OpenAlex ID: W2121693287
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cites work: Towards a unified asymptotic theory for autoregression
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DOI: 10.1016/J.JECONOM.2012.01.020
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description: scientific article; zbMATH DE number 6714727