Consistent estimation and order selection for nonstationary autoregressive processes with stable innovations (Q3552846)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Consistent estimation and order selection for nonstationary autoregressive processes with stable innovations |
scientific article; zbMATH DE number 5697505
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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)
0 references
22 April 2010
0 references
infinite-variance innovations
0 references
unit-root AR processes
0 references
consistent order-selection criteria
0 references
0 references
0 references
0 references
0.9145511
0 references
0 references
0.9088421
0 references
0.8959757
0 references
