Time Series Regression with a Unit Root (Q4720609)

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scientific article; zbMATH DE number 3992718
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Time Series Regression with a Unit Root
scientific article; zbMATH DE number 3992718

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    title
    Time Series Regression with a Unit Root (English)
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    zbMATH Keywords
    least squares regression
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    random walk hypothesis
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    Wiener process
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    asymptotic expansion
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    Autoregressive time series
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    test for unit roots
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    weakly dependent and heterogeneously distributed innovations
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    functional limit theory on metric spaces
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    new limiting distribution theory
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    continuous data recording
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