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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    Distribution of the Estimators for Autoregressive Time Series With a Unit Root
    scientific article; zbMATH DE number 3642562

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      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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