ESTIMATION FOR AUTOREGRESSIVE PROCESSES WITH UNIT ROOTS

[1] ON ASYMPTOTIC DISTRIBUTIONS OF ESTIMATES OF PARAMETERS OF STOCHASTIC DIFFERENCE-EQUATIONS [J]. ANNALS OF MATHEMATICAL STATISTICS, 1959, 30 (03): : 676 - 687

[2] Box G.E.P., 1976, TIME SERIES ANAL

[3] Chung K.L., 1974, COURSE PROBABILITY T, V2nd

[4] SOME PROBABILITY LIMIT THEOREMS WITH STATISTICAL APPLICATIONS [J]. PROCEEDINGS OF THE CAMBRIDGE PHILOSOPHICAL SOCIETY, 1953, 49 (02): : 239 - 246

[5] Dickey D. A, 1976, THESIS IOWA STATE U

[6] FULLER WA, 1976, INTRO STATISTICAL TI

[7] LIMIT THEOREMS FOR QUADRATIC FUNCTIONS OF DISCRETE-TIME SERIES [J]. ANNALS OF MATHEMATICAL STATISTICS, 1972, 43 (06): : 2058 - 2066

[8] HASZA D, 1977, THESIS IOWA STATE U

[9] ON THE STATISTICAL TREATMENT OF LINEAR STOCHASTIC DIFFERENCE EQUATIONS [J]. ECONOMETRICA, 1943, 11 (3-4) : 173 - 220

[10] RAO MM, 1961, ANN MATH STAT, V32, P195, DOI 10.1214/aoms/1177705151

[1] ON ASYMPTOTIC DISTRIBUTIONS OF ESTIMATES OF PARAMETERS OF STOCHASTIC DIFFERENCE-EQUATIONS [J]. ANNALS OF MATHEMATICAL STATISTICS, 1959, 30 (03): : 676 - 687

[2] Box G.E.P., 1976, TIME SERIES ANAL

[3] Chung K.L., 1974, COURSE PROBABILITY T, V2nd

[4] SOME PROBABILITY LIMIT THEOREMS WITH STATISTICAL APPLICATIONS [J]. PROCEEDINGS OF THE CAMBRIDGE PHILOSOPHICAL SOCIETY, 1953, 49 (02): : 239 - 246

[5] Dickey D. A, 1976, THESIS IOWA STATE U

[6] FULLER WA, 1976, INTRO STATISTICAL TI

[7] LIMIT THEOREMS FOR QUADRATIC FUNCTIONS OF DISCRETE-TIME SERIES [J]. ANNALS OF MATHEMATICAL STATISTICS, 1972, 43 (06): : 2058 - 2066

[8] HASZA D, 1977, THESIS IOWA STATE U

[9] ON THE STATISTICAL TREATMENT OF LINEAR STOCHASTIC DIFFERENCE EQUATIONS [J]. ECONOMETRICA, 1943, 11 (3-4) : 173 - 220

[10] RAO MM, 1961, ANN MATH STAT, V32, P195, DOI 10.1214/aoms/1177705151