Limit theory for moderate deviations from a unit root under innovations with a possibly infinite variance (Q2445492)

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Limit theory for moderate deviations from a unit root under innovations with a possibly infinite variance
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    Limit theory for moderate deviations from a unit root under innovations with a possibly infinite variance (English)
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    14 April 2014
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    unit root processes
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    convergence rate
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    limiting distribution
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