THE ORDER OF DIFFERENCING IN ARIMA MODELS

[1] Billingsley P, 1968, CONVERGENCE PROBABIL

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

[3] THE LAGRANGE MULTIPLIER TEST AND ITS APPLICATIONS TO MODEL-SPECIFICATION IN ECONOMETRICS [J]. REVIEW OF ECONOMIC STUDIES, 1980, 47 (01) : 239 - 253

[4] DISTRIBUTION OF THE ESTIMATORS FOR AUTOREGRESSIVE TIME-SERIES WITH A UNIT ROOT [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1979, 74 (366) : 427 - 431

[5] enyi A. R, 1970, PROBABILITY THEORY

[6] FULLER WA, 1976, INTRO STATISTICAL TI

[7] GODFREY LG, 1979, BIOMETRIKA, V66, P67, DOI 10.1093/biomet/66.1.67

[8] ASYMPTOTIC THEORY OF LINEAR TIME-SERIES MODELS [J]. JOURNAL OF APPLIED PROBABILITY, 1973, 10 (01) : 130 - 145

[9] Hannan J., 2013, TECH NOTE, V43153

[10] HOSKING JRM, 1980, J ROY STAT SOC B MET, V42, P170

[1] Billingsley P, 1968, CONVERGENCE PROBABIL

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

[3] THE LAGRANGE MULTIPLIER TEST AND ITS APPLICATIONS TO MODEL-SPECIFICATION IN ECONOMETRICS [J]. REVIEW OF ECONOMIC STUDIES, 1980, 47 (01) : 239 - 253

[4] DISTRIBUTION OF THE ESTIMATORS FOR AUTOREGRESSIVE TIME-SERIES WITH A UNIT ROOT [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1979, 74 (366) : 427 - 431

[5] enyi A. R, 1970, PROBABILITY THEORY

[6] FULLER WA, 1976, INTRO STATISTICAL TI

[7] GODFREY LG, 1979, BIOMETRIKA, V66, P67, DOI 10.1093/biomet/66.1.67

[8] ASYMPTOTIC THEORY OF LINEAR TIME-SERIES MODELS [J]. JOURNAL OF APPLIED PROBABILITY, 1973, 10 (01) : 130 - 145

[9] Hannan J., 2013, TECH NOTE, V43153

[10] HOSKING JRM, 1980, J ROY STAT SOC B MET, V42, P170