Limit theory for moderate deviations from a unit root with a break in variance (Q5075479)
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scientific article; zbMATH DE number 7527163
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit theory for moderate deviations from a unit root with a break in variance |
scientific article; zbMATH DE number 7527163 |
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Limit theory for moderate deviations from a unit root with a break in variance (English)
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16 May 2022
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break in variance
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least squares estimator
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mildly explosive
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mildly integrated
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quasi-maximum likelihood estimator
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