ASYMPTOTIC INFERENCES FOR AN AR(1) MODEL WITH A CHANGE POINT: STATIONARY AND NEARLY NON-STATIONARY CASES (Q2933195): Difference between revisions

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+Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers
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+Asymptotic inference for nearly nonstationary AR(1) processes
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+STRUCTURAL CHANGE IN AR(1) MODELS
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+Donsker's theorem for self-normalized partial sums processes
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+Limit theory for moderate deviations from a unit root under innovations with a possibly infinite variance
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+Cube root asymptotics
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+Towards a unified asymptotic theory for autoregression
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+Limit theory for moderate deviations from a unit root
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