On consistency in time series analysis

DOI10.1214/AOS/1176344080MaRDI QIDQ1244933zbMATH OpenOpenAlexFDO

Authors Peter M. Robinson

Publication date 1978

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176344080

Mathematics Subject Classification ID

Large deviations (60F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited in

(5)

• Measuring deviations from stationarity
• Heteroskedastic cointegration
• Estimation of a time series model from unequally spaced data
• The estimation of a multivariate linear relation
• EFFICIENT ESTIMATION OF NONSTATIONARY TIME SERIES REGRESSION

This page was built for publication: On consistency in time series analysis

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1244933)