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1502.06338
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The different asymptotic regimes of nearly unstable autoregressive processes
23 February 2015
Thibault Jaisson
M. Rosenbaum
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Papers citing
"The different asymptotic regimes of nearly unstable autoregressive processes"
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Title
Asymptotic theory of least squares estimators for nearly unstable processes under strong dependence
B. Buchmann
N. Chan
93
48
0
22 Nov 2007
1