No label defined (Q5687551)
From MaRDI portal
scientific article; zbMATH DE number 957960
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 957960 |
Statements
15 December 1996
0 references
stochastic integrals
0 references
Brownian motion
0 references
weak convergence of processes
0 references
unit root tests
0 references
numerical integration
0 references
linear time series models
0 references
functional central limit theorems
0 references
nonstationary models
0 references
Girsanov's theorem
0 references
Cameron-Martin formula
0 references
Fredholm approach
0 references
regression models
0 references
cointegration
0 references
solutions
0 references
problems
0 references
noninvertible moving average models
0 references
