学术探索
学术期刊
新闻热点
数据分析
智能评审

TOWARDS A UNIFIED ASYMPTOTIC THEORY FOR AUTOREGRESSION

被引：258
作者：
PHILLIPS, PCB
机构：
来源：
BIOMETRIKA | 1987年 / 74卷 / 03期
关键词：
D O I：
10.1093/biomet/74.3.535
中图分类号：
Q [生物科学];
学科分类号：
07 ; 0710 ; 09 ;
摘要：
引用
收藏
页码：535 / 547
页数：13
相关论文
共 26 条
[1]  
AHTOLA J, 1984, BIOMETRIKA, V71, P263
[2]   ON ASYMPTOTIC DISTRIBUTIONS OF ESTIMATES OF PARAMETERS OF STOCHASTIC DIFFERENCE-EQUATIONS [J].
ANDERSON, TW .
ANNALS OF MATHEMATICAL STATISTICS, 1959, 30 (03) :676-687
[3]  
Bartlett M. S., 1978, INTRO STOCHASTIC PRO
[4]  
BARTLETT MS, 1946, J ROY STAT SOC B, V8, P27
[5]  
Billingsley P, 1968, CONVERGENCE PROBABIL
[6]  
Box G.E.P., 1976, TIME SERIES ANAL
[7]   ASYMPTOTIC LIKELIHOOD THEORY FOR DIFFUSION PROCESSES [J].
BROWN, BM ;
HEWITT, JI .
JOURNAL OF APPLIED PROBABILITY, 1975, 12 (02) :228-238
[8]   LIKELIHOOD RATIO STATISTICS FOR AUTOREGRESSIVE TIME-SERIES WITH A UNIT-ROOT [J].
DICKEY, DA ;
FULLER, WA .
ECONOMETRICA, 1981, 49 (04) :1057-1072
[9]   DISTRIBUTION OF THE ESTIMATORS FOR AUTOREGRESSIVE TIME-SERIES WITH A UNIT ROOT [J].
DICKEY, DA ;
FULLER, WA .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1979, 74 (366) :427-431
[10]   TESTING FOR UNIT ROOTS .2. [J].
EVANS, GBA ;
SAVIN, NE .
ECONOMETRICA, 1984, 52 (05) :1241-1269
123