Double asymptotics for explosive continuous time models (Q284296): Difference between revisions

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+explosive continuous time models
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+Lévy process
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+moderate deviations from unity
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+double asymptotics
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+invariance principle
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+On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations
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+A LIMIT THEOREM FOR MILDLY EXPLOSIVE AUTOREGRESSION WITH STABLE ERRORS
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+Processes of normal inverse Gaussian type
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+Q3911791
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+Least squares estimator for Ornstein-Uhlenbeck processes driven by \(\alpha \)-stable motions
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+Q2774021
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+The Variance Gamma Process and Option Pricing
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+Mildly explosive autoregression under weak and strong dependence
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+A Continuous Time Approximation to the Unstable First-Order Autoregressive Process: The Case Without an Intercept
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+Time Series Regression with a Unit Root
@@ Property / cites work: Time Series Regression with a Unit Root / rank @@
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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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+UNIT ROOT AND COINTEGRATING LIMIT THEORY WHEN INITIALIZATION IS IN THE INFINITE PAST
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+TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&amp;P 500
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+TESTING FOR MULTIPLE BUBBLES: LIMIT THEORY OF REAL‐TIME DETECTORS
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+Dating the timeline of financial bubbles during the subprime crisis
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+Parameter estimation and bias correction for diffusion processes
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+Notes on drift estimation for certain non-recurrent diffusion processes from sampled data
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+Limit theory for an explosive autoregressive process
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+The Limiting Distribution of the Serial Correlation Coefficient in the Explosive Case
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+ECONOMETRIC ANALYSIS OF CONTINUOUS TIME MODELS: A SURVEY OF PETER PHILLIPS’S WORK AND SOME NEW RESULTS
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+Asymptotic theory for linear diffusions under alternative sampling schemes
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+Publication:284296