A NOTE ON ASYMPTOTIC INFERENCE IN AUTOREGRESSIVE MODELS WITH ROOTS ON THE UNIT CIRCLE (Q4728066)
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scientific article; zbMATH DE number 4003312
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| English | A NOTE ON ASYMPTOTIC INFERENCE IN AUTOREGRESSIVE MODELS WITH ROOTS ON THE UNIT CIRCLE |
scientific article; zbMATH DE number 4003312 |
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A NOTE ON ASYMPTOTIC INFERENCE IN AUTOREGRESSIVE MODELS WITH ROOTS ON THE UNIT CIRCLE (English)
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1987
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autoregressive models
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AR(p) model
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roots on the unit circle
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Consistent and asymptotically normal estimates
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ordinary least squares regression
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residuals
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purely nonstationary models
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purely stationary models
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0.8975005
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