A LIMIT THEOREM FOR MILDLY EXPLOSIVE AUTOREGRESSION WITH STABLE ERRORS

DOI10.1017/S0266466607070090zbMath1237.62108MaRDI QIDQ2886940

Lajos Horváth, Alexander Aue

Publication date: 14 May 2012

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466607070090

Mathematics Subject Classification ID

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

60F05: Central limit and other weak theorems

62H20: Measures of association (correlation, canonical correlation, etc.)

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Cites Work

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