Asymptotics of regressions with stationary and nonstationary residuals

Stochastic Processes and their Applications

Volumn 105, Issue 1, 2003, Pages 33-67

  Maller, R A ^a  

^a UNIVERSITY OF WESTERN AUSTRALIA   (Australia)

Author keywords

Autocorrelation; Autoregressive process; Explosive process; Functional central limit theorem; Linear regression; Random series; Unit root

Indexed keywords

EID: 0037401089     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(02)00263-6     Document Type: Article

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