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The different asymptotic regimes of nearly unstable autoregressive
  processes

The different asymptotic regimes of nearly unstable autoregressive processes

23 February 2015
Thibault Jaisson
M. Rosenbaum
ArXivPDFHTML

Papers citing "The different asymptotic regimes of nearly unstable autoregressive processes"

1 / 1 papers shown
Title
Asymptotic theory of least squares estimators for nearly unstable
  processes under strong dependence
Asymptotic theory of least squares estimators for nearly unstable processes under strong dependence
B. Buchmann
N. Chan
93
48
0
22 Nov 2007
1