Asymptotic inference for \(AR(1)\) processes with (nonnormal) stable errors. IV. A note on the case of a negative unit root (Q1288939): Difference between revisions
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Revision as of 19:12, 28 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic inference for \(AR(1)\) processes with (nonnormal) stable errors. IV. A note on the case of a negative unit root |
scientific article |
Statements
Asymptotic inference for \(AR(1)\) processes with (nonnormal) stable errors. IV. A note on the case of a negative unit root (English)
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29 June 1999
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limit distribution
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least-squares estimator
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infinite-variance
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finite-variance
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