Asymptotic inference for nearly nonstationary AR(1) processes with possibly infinite variance (Q1036617): Difference between revisions

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+On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations
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+Asymptotic theory of least squares estimators for nearly unstable processes under strong dependence
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+Inference for Near-Integrated Time Series With Infinite Variance
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+Asymptotic inference for nearly nonstationary AR(1) processes
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+Donsker's theorem for self-normalized partial sums processes
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+Self-Normalized Processes
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+When is the Student \(t\)-statistic asymptotically standard normal?
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+ON ASYMPTOTIC INFERENCE IN COINTEGRATED TIME SERIES WITH  FRACTIONALLY INTEGRATED ERRORS
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+On the Statistical Treatment of Linear Stochastic Difference Equations
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+Towards a unified asymptotic theory for autoregression
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+Asymptotic distribution of an estimator of the boundary parameter of an unstable process
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+The Limiting Distribution of the Serial Correlation Coefficient in the Explosive Case
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