On the Distribution of the Nearly Unstable AR(1) Process with Heavy Tails (Q3566395)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Distribution of the Nearly Unstable AR(1) Process with Heavy Tails |
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On the Distribution of the Nearly Unstable AR(1) Process with Heavy Tails (English)
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7 June 2010
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AR process
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near unit root
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heavy tail
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weighted sum
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uniform approximation
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large deviation
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