Asymptotic theory for M-estimates in unstable AR(\(p\)) processes with infinite variance innovations (Q1644434)
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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 |
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Asymptotic theory for M-estimates in unstable AR(\(p\)) processes with infinite variance innovations (English)
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21 June 2018
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autoregressive model
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unit root
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stable process
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non-stationary
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bootstrapping
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