Moderate deviations in a class of stable but nearly unstable processes (Q2306247)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moderate deviations in a class of stable but nearly unstable processes |
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Moderate deviations in a class of stable but nearly unstable processes (English)
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20 March 2020
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nearly unstable autoregressive process
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moderate deviation principle
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OLS estimation
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asymptotic behavior
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unit root
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