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
Keywords :
Residual autocorrelations , Partial sums of residuals , ARMA process , Nonstationaryprocess , Brownian motion
Journal title :
Statistics and Probability Letters
Journal title :
Statistics and Probability Letters
