This paper derives the joint moment generating function of quadratic forms occurring in seasonal autoregressive models under stationary, unit root, and explosive specifications. The results are then ...

This is a preview. Log in through your library . Abstract We consider the least-squares estimator of the autoregressive parameter in a nearly integrated seasonal model. Building on the study by Chan ...

Studies axioms, counting formulas, conditional probability, independence, random variables, continuous and discrete distribution, expectation, joint distributions, moment generating functions, law of ...