The role of Skorokhod space in the development of the econometric analysis of time series
zbMATH Open1199.60102MaRDI QIDQ5324908FDOQ5324908
Authors: J. Roderick McCrorie 
Publication date: 8 August 2009
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econometricsnon-stationary time seriesunit rootsfunctional central limit theoremSkorokhod spaceco-integrationWiener functional
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Economic time series analysis (91B84) Sums of independent random variables; random walks (60G50) Functional limit theorems; invariance principles (60F17)
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