The Limiting Distribution of the Residual Processes in Nonstationary Autoregressive Processes (Q4255276)
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scientific article; zbMATH DE number 1323420
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| English | The Limiting Distribution of the Residual Processes in Nonstationary Autoregressive Processes |
scientific article; zbMATH DE number 1323420 |
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The Limiting Distribution of the Residual Processes in Nonstationary Autoregressive Processes (English)
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10 August 1999
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autoregression model
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nonstationary process
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time series
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residuals
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0.8421241044998169
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0.8341535925865173
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0.8293642997741699
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0.8156934976577759
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0.8128643035888672
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