Asymptotic theory of least squares estimators for nearly unstable processes under strong dependence

22 November 2007

Papers citing "Asymptotic theory of least squares estimators for nearly unstable processes under strong dependence"

2 / 2 papers shown

Title
Joint Learning of Linear Time-Invariant Dynamical Systems Aditya Modi Mohamad Kazem Shirani Faradonbeh Ambuj Tewari George Michailidis 35 17 0 21 Dec 2021
The different asymptotic regimes of nearly unstable autoregressive processes Thibault Jaisson M. Rosenbaum 45 3 0 23 Feb 2015