Two limit theorems on ARIMA models
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Publication:1118905
DOI10.1007/BF02006064zbMath0669.60040MaRDI QIDQ1118905
Publication date: 1988
Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
60F05: Central limit and other weak theorems
60G10: Stationary stochastic processes
60F10: Large deviations
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Cites Work
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- Adaptive design and stochastic approximation
- A law of the iterated logarithm for double arrays of independent random variables with applications to regression and time series models
- Asymptotic properties of projections with applications to stochastic regression problems
- Hypothesis Testing in ARIMA(p, 1, q) Models
- Testing for Unit Roots in Seasonal Time Series
- Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems