Moderate deviations in a class of stable but nearly unstable processes (Q2306247): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q391624 |
||
| Property / author | |||
| Property / author: Frédéric Proïa / rank | |||
Revision as of 03:24, 14 February 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)
0 references
20 March 2020
0 references
nearly unstable autoregressive process
0 references
moderate deviation principle
0 references
OLS estimation
0 references
asymptotic behavior
0 references
unit root
0 references
