A NOTE ON ASYMPTOTIC INFERENCE IN AUTOREGRESSIVE MODELS WITH ROOTS ON THE UNIT CIRCLE (Q4728066)

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scientific article; zbMATH DE number 4003312
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A NOTE ON ASYMPTOTIC INFERENCE IN AUTOREGRESSIVE MODELS WITH ROOTS ON THE UNIT CIRCLE
scientific article; zbMATH DE number 4003312

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    A NOTE ON ASYMPTOTIC INFERENCE IN AUTOREGRESSIVE MODELS WITH ROOTS ON THE UNIT CIRCLE (English)
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    1987
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    autoregressive models
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    AR(p) model
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    roots on the unit circle
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    Consistent and asymptotically normal estimates
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    ordinary least squares regression
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    residuals
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    purely nonstationary models
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    purely stationary models
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