scientific article; zbMATH DE number 4100451

zbMATH Open0672.62090MaRDI QIDQ3825972FDOQ3825972

Authors: Peter C. B. Phillips 

Publication date: 1988

Title of this publication is not available (Why is that?)

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zbMATH Keywords

integrated processesreviewLANweak convergence methodsfinancial seriesnear integrated time seriesmacroeconomic time seriesARIMA processescointegrated seriesGaussian AR(1)LAMN familieslimiting Gaussian functionals

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Functional limit theorems; invariance principles (60F17)

Cited In (11)

• Title not available (Why is that?)
• M‐Estimation for regressions with integrated regressors and arma errors
• Regression with Nonstationary Volatility
• REGRESSION ASYMPTOTICS USING MARTINGALE CONVERGENCE METHODS
• Time series regression on integrated continuous-time processes with heavy and light tails
• When is a time-series I(0)?
• Multiple Time Series Regression with Integrated Processes
• Index models with integrated time series
• Asymptotic minimax results for stochastic process families with critical points
• Kernel-based inference in time-varying coefficient cointegrating regression
• Title not available (Why is that?)

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