This is a preview. Log in through your library . Abstract This paper considers adaptive estimation in nonstationary autoregressive moving average models with the noise sequence satisfying a ...

A problem of interest in economic and finance applications is testing whether ARMA (Autoregressive moving average) errors are uncorrelated under weak assumptions, namely assumptions where the errors ...

Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...