Asymptotic inference for \(AR(1)\) processes with (nonnormal) stable errors (Q1365727): Difference between revisions

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+FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
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+On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations
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+Time series: theory and methods
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+Inference for Near-Integrated Time Series With Infinite Variance
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+Limit theory for the sample covariance and correlation functions of moving averages
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+Autoregressive moving-average processes with negative-binomial and geometric marginal distributions
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+Q4064812
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+Q4035836
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+ASYMPTOTIC INFERENCE FOR NEARLY UNSTABLE AR(<i>p</i>) PROCESSES
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+First-order autoregressive models for gamma and exponential processes
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+An asymptotic evaluation of the tail of a multiple symmetric \(\alpha\)- stable integral
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+The Limiting Distribution of the Serial Correlation Coefficient in the Explosive Case
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