INFERENCE ON NONSTATIONARY TIME SERIES WITH MOVING MEAN

DOI10.1017/S0266466614000875zbMath1441.62697OpenAlexW3125667200MaRDI QIDQ2801993

Peter M. Robinson, J. T. Gao

Publication date: 22 April 2016

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466614000875

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)

Cites Work

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• The asymptotic theory of linear time-series models
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