Asymptotic theory for M-estimates in unstable AR(\(p\)) processes with infinite variance innovations (Q1644434)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Asymptotic theory for M-estimates in unstable AR(\(p\)) processes with infinite variance innovations |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic theory for M-estimates in unstable AR(\(p\)) processes with infinite variance innovations |
scientific article |
Statements
Asymptotic theory for M-estimates in unstable AR(\(p\)) processes with infinite variance innovations (English)
0 references
21 June 2018
0 references
autoregressive model
0 references
unit root
0 references
stable process
0 references
non-stationary
0 references
bootstrapping
0 references
