DISTRIBUTION OF RESIDUAL AUTOCORRELATIONS IN NONSTATIONARY AUTOREGRESSIVE PROCESSES (Q4870533)
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scientific article; zbMATH DE number 858000
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| English | DISTRIBUTION OF RESIDUAL AUTOCORRELATIONS IN NONSTATIONARY AUTOREGRESSIVE PROCESSES |
scientific article; zbMATH DE number 858000 |
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DISTRIBUTION OF RESIDUAL AUTOCORRELATIONS IN NONSTATIONARY AUTOREGRESSIVE PROCESSES (English)
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20 March 1996
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residual autocorrelations
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nonstationary autoregressive processes
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autoregressive characteristic roots
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residual autocovariances
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limiting distributions
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Canadian lynx data set
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portmanteau test
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unit circle
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0.8421241044998169
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0.8200783729553223
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0.8119707107543945
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0.7983002662658691
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