Asymptotic inference for AR(1) processes with (non-normal) stable innovations. V: The explosive case.

DOI10.1023/A:1016582502365zbMath1181.62143MaRDI QIDQ1866685

Joop Mijnheer

Publication date: 27 April 2003

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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