A NOTE ON ASYMPTOTIC INFERENCE IN AUTOREGRESSIVE MODELS WITH ROOTS ON THE UNIT CIRCLE
Author:
Publisher
Wiley
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9892.1987.tb00417.x/fullpdf
Reference7 articles.
1. DISTRIBUTIONS OF LEAST SQUARES ESTIMATORS OF AUTOREGRESSIVE PARAMETERS FOR A PROCESS WITH COMPLEX ROOTS ON THE UNIT CIRCLE
2. D. A. Dickey (1976 ) Estimation and hypothesis testing in nonstationary time series , Unpublished Ph.D. Thesis , Iowa State University, Ames, IA.
3. Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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