Linear Nonstationary Models - A Review of the Work of Professor P.C.B. Phillips
Linear Nonstationary Models - A Review of the Work of Professor P.C.B. Phillips
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线性非平稳模型 - P.C.B. 教授的工作回顾
DOI：
10.1017/s0266466613000480
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发表时间：
2014
影响因子：
0.8
通讯作者：
K.
中科院分区：
文献类型：
--
作者：
Tanaka;K.
P.C.B.菲利普斯教授的工作，即使是集中在线性非平稳模型的领域，也是巨大的。因此，我很难在本文中全面探讨他的作品。因此，我决定只讨论他的一些工作成果。这里选择的主题是鞅近似的应用，以及在随机趋势和确定性趋势之间选择的问题，我将讨论并希望扩展这些问题。
The work of Professor P.C.B. Phillips, even if it is focused on the area of linear nonstationary models, is enormous. So it is hard for me to explore the whole of his work in this paper. Therefore, I have decided to take up only a few results of his work. The topics chosen here are applications of the martingale approximation and the problem of choosing between stochastic and deterministic trends, which I discuss and, hopefully, extend.