Footnote:
Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 14, 2011 erstellt
Description:
This paper deals with models allowing for trending processes and cyclical component with error processes that are possibly nonstationary, nonlinear, and non-Gaussian. Asymptotic confidence intervals for the trend, cyclical component, and memory parameters are obtained. The confidence intervals are applicable for a wide class of processes, exhibit good coverage accuracy, and are easy to implement