Publication:3745108
From MaRDI portal
zbMath0606.62098MaRDI QIDQ3745108
Publication date: 1986
asymptotic properties; innovations; unit root; autoregressive time series; least squares estimators; Strong consistency; sequence of martingale differences
62F12: Asymptotic properties of parametric estimators
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62J05: Linear regression; mixed models
Related Items
Mean estimation bias in least squares estimation of autoregressive processes, Consistency of the maximum likelihood estimators for nonstationary ARMA regressions with time trends, On the nearly nonstationary seasonal time series