Unit roots in moving averages beyond first order
From MaRDI portal
Publication:449984
DOI10.1214/11-AOS935zbMath1246.62183arXiv1203.2496MaRDI QIDQ449984
Publication date: 3 September 2012
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1203.2496
62F12: Asymptotic properties of parametric estimators
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
Related Items
Extensions of saddlepoint-based bootstrap inference, Functional convergence of stochastic integrals with application to statistical inference, A likelihood ratio type test for invertibility in moving average processes, Identification of the differencing operator of a non-stationary time series via testing for zeroes in the spectral density
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