The asymptotic theory of linear time-series models

DOI10.2307/3212501zbMath0261.62073OpenAlexW2069319670MaRDI QIDQ5676954

E. J. Hannan

Publication date: 1973

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3212501

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

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