NORMING RATES AND LIMIT THEORY FOR SOME TIME‐VARYING COEFFICIENT AUTOREGRESSIONS (Q5176865): Difference between revisions

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Latest revision as of 19:32, 9 July 2024

scientific article; zbMATH DE number 6411237
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English
NORMING RATES AND LIMIT THEORY FOR SOME TIME‐VARYING COEFFICIENT AUTOREGRESSIONS
scientific article; zbMATH DE number 6411237

    Statements

    NORMING RATES AND LIMIT THEORY FOR SOME TIME‐VARYING COEFFICIENT AUTOREGRESSIONS (English)
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    4 March 2015
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    autoregression
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    consistency
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    nonlinear diffusion
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    non-stationarity
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    similarity
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    small-sigma approximation
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    stochastic unit root
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    time-varying coefficients
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