Asymptotic inference for non-invertible moving-average time series

Journal of Time Series Analysis

Volumn 17, Issue 1, 1996, Pages 1-17

  Chan, Ngai Hang ^a   Tsay, Ruey S ^a  

^a NONE

Author keywords

Brownian motions; Derived processes; Difference stationarity; Least squares; Near non invertibility; Nonstationarity; Ornstein Uhlenbeck processes; Stochastic integrals; Trend stationarity

Indexed keywords

EID: 0038716966     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1467-9892.1996.tb00261.x     Document Type: Article

References (22)

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