Asymptotic inference for \(AR(1)\) processes with (nonnormal) stable errors. IV. A note on the case of a negative unit root (Q1288939)
From MaRDI portal
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)
0 references
29 June 1999
0 references
limit distribution
0 references
least-squares estimator
0 references
infinite-variance
0 references
finite-variance
0 references