Some remarks on regression with autoregressive errors and their residual processes
DOI10.2307/3214098zbMath0633.62088OpenAlexW2312400577MaRDI QIDQ3771451
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Publication date: 1987
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3214098
Brownian motionBrownian bridgepolynomial regressionlinear regressionresidualslimit processesdifferencingAR(p) stationary causal random processpolynomial plus centered periodic component regressionresidual partial sum process
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Brownian motion (60J65)
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