Asymptotic distributions of prediction errors and related tests of fit for nonstationary processes
type: Item
instance of: scholarly article
title: Asymptotic distributions of prediction errors and related tests of fit for nonstationary processes
zbMATH Open document ID: 0625.62084
published in: The Annals of Statistics
publication date: 1987-01-01T00:00:00Z
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62M07
Mathematics Subject Classification ID: 62M09
zbMATH DE Number: 4015984
zbMATH Keywords: Limit distributions of prediction errors
zbMATH Keywords: nonstationary processes
zbMATH Keywords: supercritical branching processes
zbMATH Keywords: explosive autoregressive processes
zbMATH Keywords: estimated prediction errors
zbMATH Keywords: new tests of fit
author: I. V. Basawa
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1176350252
OpenAlex ID: W2037143535
DOI: 10.1214/AOS/1176350252
description: scientific article; zbMATH DE number 4015984