scientific article; zbMATH DE number 957960

zbMath0861.62062MaRDI QIDQ5687551

Publication date: 15 December 1996

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

solutions numerical integration Brownian motion functional central limit theorems cointegration regression models stochastic integrals Girsanov's theorem unit root tests problems Cameron-Martin formula weak convergence of processes linear time series models nonstationary models Fredholm approach noninvertible moving average models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Functional limit theorems; invariance principles (60F17)

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