Unified asymptotic theory for nearly unstable AR(\(p\)) processes (Q1940239)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6142015
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Unified asymptotic theory for nearly unstable AR(\(p\)) processes |
scientific article; zbMATH DE number 6142015 |
Statements
Unified asymptotic theory for nearly unstable AR(\(p\)) processes (English)
0 references
6 March 2013
0 references
fractional Brownian motion
0 references
Jordan canonical form
0 references
least squares
0 references
Lévy areas
0 references
nearly unstable autoregressive models
0 references
unit root tests
0 references
0.8611347079277039
0 references
0.8353617787361145
0 references
0.8298453688621521
0 references
0.7994251847267151
0 references
