Title of article
On the asymptotics of residuals in autoregressive moving average processes with one autoregressive unit root
Author/Authors
Chul Gyu Park، نويسنده , , Dong Wan Shin، نويسنده ,
Issue Information
فصلنامه با شماره پیاپی سال 1996
Pages
6
From page
341
To page
346
Keywords
Residual autocorrelations , Partial sums of residuals , ARMA process , Nonstationaryprocess , Brownian motion
Journal title
Statistics and Probability Letters
Serial Year
1996
Journal title
Statistics and Probability Letters
Record number
138366
Link To Document