Limit theory for moderate deviations from a unit root (Q278238): Difference between revisions
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Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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Property / Mathematics Subject Classification ID: 60F05 / rank | |||
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Property / Mathematics Subject Classification ID: 62E20 / rank | |||
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Property / zbMATH DE Number: 6575959 / rank | |||
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central limit theory | |||
Property / zbMATH Keywords: central limit theory / rank | |||
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explosive autoregression | |||
Property / zbMATH Keywords: explosive autoregression / rank | |||
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local to unity | |||
Property / zbMATH Keywords: local to unity / rank | |||
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moderate deviations | |||
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unit root distribution | |||
Property / zbMATH Keywords: unit root distribution / rank | |||
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Revision as of 16:59, 27 June 2023
scientific article
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English | Limit theory for moderate deviations from a unit root |
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Limit theory for moderate deviations from a unit root (English)
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2 May 2016
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central limit theory
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explosive autoregression
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local to unity
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moderate deviations
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unit root distribution
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