scientific article; zbMATH DE number 897115

zbMATH Open0851.62057MaRDI QIDQ4884570FDOQ4884570

Authors: Wayne A. Fuller 

Publication date: 7 July 1996

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

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zbMATH Keywords

parameter estimationtime seriesARMA processesmultivariate modelsperiodogrammartingale differencescentral limit theoremsnonstationary time serieslarge sample theorystate space representationsempirical model identificationnew tests for unit rootsnonliner estimation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

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