The Fredholm Approach to Asymptotic Inference on Nonstationary and Noninvertible Time Series Models
提出一种称为弗雷德霍姆方法的统一框架，用于研究非平稳或非可逆时间序列模型中估计量和检验统计量的渐近行为，通过弗雷德霍姆行列式和预解式显式推导极限特征函数。
A unified approach which I call the Fredholm approach is suggested for the study of asymptotic behavior of estimators and" test statistics arising from nonstationary and/or noninvertible time series models. Some limit theorems are given concerning the distribution of (the ratio of) quadratic (plus linear) forms in random variables generated by a linear process that is not necessarily stationary. Especially, the limiting characteristic function is derived explicitly via the Fredholm determinant and resolvent of a given kernel. Some examples are also shown to illustrate our methodology.