Some elementary distribution theory for an autoregression fitted to a random walk. (Q1867745)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Some elementary distribution theory for an autoregression fitted to a random walk. |
scientific article; zbMATH DE number 1891727
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Some elementary distribution theory for an autoregression fitted to a random walk. |
scientific article; zbMATH DE number 1891727 |
Statements
Some elementary distribution theory for an autoregression fitted to a random walk. (English)
0 references
2 April 2003
0 references
Time series
0 references
Unit root
0 references
Permutation argument
0 references
Legendre polynomial
0 references
