Asymptotic properties of mildly explosive processes with locally stationary disturbance (Q2036311)

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Asymptotic properties of mildly explosive processes with locally stationary disturbance
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    Asymptotic properties of mildly explosive processes with locally stationary disturbance (English)
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    28 June 2021
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    mildly explosive autoregression
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    locally stationary process
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    limit theorem for least squares estimator
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    bubble and crash detection
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    bitcoin data
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