scientific article; zbMATH DE number 1054392

zbMATH Open0874.62100MaRDI QIDQ4352017FDOQ4352017

Authors B. B. Bhattacharyya, Gary Richardson 

Publication date 13 November 1997

zbMATH Keywords

Ornstein-Uhlenbeck process

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

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Cited in

(3)

• Testing for unit roots in a nearly nonstationary spatial autoregressive process
• Asymptotics for stationary very nearly unit root processes
• Unit roots: periodogram ordinate

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