Moderate deviations in a class of stable but nearly unstable processes (Q2306247): Difference between revisions
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Revision as of 06:41, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moderate deviations in a class of stable but nearly unstable processes |
scientific article |
Statements
Moderate deviations in a class of stable but nearly unstable processes (English)
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20 March 2020
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nearly unstable autoregressive process
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moderate deviation principle
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OLS estimation
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asymptotic behavior
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unit root
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