scientific article; zbMATH DE number 4100451
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Publication:3825972
zbMATH Open0672.62090MaRDI QIDQ3825972FDOQ3825972
Authors: Peter C. B. Phillips
Publication date: 1988
Title of this publication is not available (Why is that?)
Recommendations
integrated processesreviewLANweak convergence methodsfinancial seriesnear integrated time seriesmacroeconomic time seriesARIMA processescointegrated seriesGaussian AR(1)LAMN familieslimiting Gaussian functionals
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)
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- 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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