Arbitrary initial values and random norm for explosive AR(1) processes generated by stationary errors

DOI10.1016/J.SPL.2012.08.022zbMATH Open1489.62279OpenAlexW1982535674MaRDI QIDQ1933708FDOQ1933708

Authors: Yanyan Li 

Publication date: 25 January 2013

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2012.08.022

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zbMATH Keywords

initial valuedependent errorsrandom normexplosive AR(1)

Mathematics Subject Classification ID

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

Cited In (6)

• Explosive Random‐Coefficient AR(1) Processes and Related Asymptotics for Least‐Squares Estimation
• Explosive strong periodic autoregression with multiplicity one
• Tests based on simplicial depth for AR(1) models with explosion
• Weak convergence of the residual empirical process in explosive autoregression
• Slow-explosive AR(1) processes converging to random walk
• Explosive \(\mathrm{AR}(1)\) process with independent but not identically distributed errors

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