A NOTE ON ASYMPTOTIC INFERENCE IN AUTOREGRESSIVE MODELS WITH ROOTS ON THE UNIT CIRCLE (Q4728066): Difference between revisions
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / full work available at URL: https://doi.org/10.1111/j.1467-9892.1987.tb00417.x / rank | |||
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| Property / OpenAlex ID: W1969768851 / rank | |||
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| Property / cites work: Testing for Unit Roots in Seasonal Time Series / rank | |||
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| Property / cites work: Q4124141 / rank | |||
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| Property / cites work: Estimation for autoregressive processes with unit roots / rank | |||
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| Property / cites work: Consistency properties of least squares estimates of autoregressive parameters in ARMA models / rank | |||
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Latest revision as of 19:50, 17 June 2024
scientific article; zbMATH DE number 4003312
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A NOTE ON ASYMPTOTIC INFERENCE IN AUTOREGRESSIVE MODELS WITH ROOTS ON THE UNIT CIRCLE |
scientific article; zbMATH DE number 4003312 |
Statements
A NOTE ON ASYMPTOTIC INFERENCE IN AUTOREGRESSIVE MODELS WITH ROOTS ON THE UNIT CIRCLE (English)
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1987
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autoregressive models
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AR(p) model
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roots on the unit circle
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Consistent and asymptotically normal estimates
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ordinary least squares regression
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residuals
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purely nonstationary models
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purely stationary models
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