Unit roots in moving averages beyond first order (Q449984)

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scientific article
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Unit roots in moving averages beyond first order
scientific article

    Statements

    title
    Unit roots in moving averages beyond first order (English)
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    author
    Richard A. Davis
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    Li Song
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    Richard A. Davis
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    publication date
    3 September 2012
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    zbMATH Keywords
    unit roots
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    moving average
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    Identifiers

    DOI
    10.1214/11-AOS935
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    Mathematics Subject Classification ID
    62M10
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    62F12
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    65C60
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    zbMATH DE Number
    6075590
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