Consistent estimation and order selection for nonstationary autoregressive processes with stable innovations (Q3552846)
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scientific article; zbMATH DE number 5697505
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| English | Consistent estimation and order selection for nonstationary autoregressive processes with stable innovations |
scientific article; zbMATH DE number 5697505 |
Statements
Consistent estimation and order selection for nonstationary autoregressive processes with stable innovations (English)
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22 April 2010
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infinite-variance innovations
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unit-root AR processes
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consistent order-selection criteria
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0.9145511
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0.9088421
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0.8959757
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