Distribution of the Estimators for Autoregressive Time Series With a Unit Root (Q3048115)
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scientific article; zbMATH DE number 3642562
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| default for all languages | No label defined |
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| English | Distribution of the Estimators for Autoregressive Time Series With a Unit Root |
scientific article; zbMATH DE number 3642562 |
Statements
Distribution of the Estimators for Autoregressive Time Series With a Unit Root (English)
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1979
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distribution of estimators
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autoregressive time series
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unit root
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nonstationary
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random walk
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differencing
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