Inference for Near-Integrated Time Series With Infinite Variance (Q5748779)
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scientific article; zbMATH DE number 4182655
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Inference for Near-Integrated Time Series With Infinite Variance |
scientific article; zbMATH DE number 4182655 |
Statements
1990
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unified theory
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near-integrated autoregressive time series with infinite variance
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domain of attraction of a stable law
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asymptotic distribution of the least squares estimate
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autoregressive coefficient
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weak convergence
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stochastic integrals
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Lévy processes
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root tests
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cointegrations
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heavy-tailed noise sequence
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Inference for Near-Integrated Time Series With Infinite Variance (English)
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0.8372156620025635
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0.8372156620025635
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0.8362363576889038
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