Asymptotic theory for M-estimates in unstable AR(\(p\)) processes with infinite variance innovations (Q1644434): Difference between revisions

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Property / DOI: 10.1016/j.jspi.2018.04.001 / rank
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Property / arXiv ID: 1506.05830 / rank
 
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Latest revision as of 00:32, 11 December 2024

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Asymptotic theory for M-estimates in unstable AR(\(p\)) processes with infinite variance innovations
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    Asymptotic theory for M-estimates in unstable AR(\(p\)) processes with infinite variance innovations (English)
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    21 June 2018
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    autoregressive model
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    unit root
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    stable process
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    non-stationary
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    bootstrapping
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