Consistent estimation and order selection for nonstationary autoregressive processes with stable innovations (Q3552846)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistent estimation and order selection for nonstationary autoregressive processes with stable innovations |
scientific article |
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
