NORMING RATES AND LIMIT THEORY FOR SOME TIME‐VARYING COEFFICIENT AUTOREGRESSIONS (Q5176865)
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scientific article; zbMATH DE number 6411237
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | NORMING RATES AND LIMIT THEORY FOR SOME TIME‐VARYING COEFFICIENT AUTOREGRESSIONS |
scientific article; zbMATH DE number 6411237 |
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NORMING RATES AND LIMIT THEORY FOR SOME TIME‐VARYING COEFFICIENT AUTOREGRESSIONS (English)
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4 March 2015
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autoregression
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consistency
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nonlinear diffusion
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non-stationarity
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similarity
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small-sigma approximation
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stochastic unit root
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time-varying coefficients
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