Approximations to some exact distributions in the rrasr orderautoregressive model with dependenterrors (Q4860428)

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scientific article; zbMATH DE number 834217
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Approximations to some exact distributions in the rrasr orderautoregressive model with dependenterrors
scientific article; zbMATH DE number 834217

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    Approximations to some exact distributions in the rrasr orderautoregressive model with dependenterrors (English)
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    6 June 1996
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    asymptotic approximations
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    characteristic function
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    near-integrated models
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    nearly stationary models
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    Fredholm determinant approach
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    near-integrated autoregressive model
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    MA(1) process
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    AR(1) process
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    least-squares estimator
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