Unified asymptotic theory for nearly unstable AR(\(p\)) processes

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Publication:1940239

DOI10.1016/j.spa.2012.09.014zbMath1275.62064OpenAlexW2044003087MaRDI QIDQ1940239

Ngai Hang Chan, Boris Buchmann

Publication date: 6 March 2013

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2012.09.014




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