The limit theorem for dependent random variables with applications to autoregression models

DOI10.1007/s11424-011-8119-zzbMath1227.62075MaRDI QIDQ646742

Xiao-Yun Yang, Yong Zhang, De-Hui Wang, Zhi Shan Dong

Publication date: 17 November 2011

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-011-8119-z

zbMATH Keywords

least squares estimator; unit root test; negatively associated; ALNQD

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62E20: Asymptotic distribution theory in statistics

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