On the asymptotics of residuals in autoregressive moving average processes with one autoregressive unit root
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- Horváth, Lajos, 1993. "Change in autoregressive processes," Stochastic Processes and their Applications, Elsevier, vol. 44(2), pages 221-242, February.
- Kulperger, R. J., 1985. "On the residuals of autoregressive processes and polynomial regression," Stochastic Processes and their Applications, Elsevier, vol. 21(1), pages 107-118, December.
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Keywords
Residual autocorrelations Partial sums of residuals Brownian motion ARMA process Nonstationary process;Statistics
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