Towards a unified asymptotic theory for autoregression (Q3800934)
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scientific article; zbMATH DE number 4068114
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| English | Towards a unified asymptotic theory for autoregression |
scientific article; zbMATH DE number 4068114 |
Statements
Towards a unified asymptotic theory for autoregression (English)
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1987
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first-order autoregression
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noncentrality parameter
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unit root
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asymptotic theory
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continuous time estimation
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asymptotic power of tests
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local alternatives
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Brownian motion
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near-integrated process
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moment conditions
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weak dependence conditions
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diffusion process
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0.94440985
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0.91722864
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0.9004915
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0.8996852
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0.89813477
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0.8963896
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0.8962584
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0.8916539
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