scientific article; zbMATH DE number 897115

zbMath0851.62057MaRDI QIDQ4884570

Wayne A. Fuller

Publication date: 7 July 1996

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

parameter estimationtime seriesmartingale differencesperiodogramcentral limit theoremsstate space representationsARMA processesnonstationary time seriesmultivariate modelslarge sample theoryempirical model identificationnew tests for unit rootsnonliner estimation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

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