Asymptotic theory for a stochastic unit root model
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Publication:5079874
DOI10.1080/03610926.2020.1764582OpenAlexW3026281885MaRDI QIDQ5079874FDOQ5079874
Authors: Lingjie Du, Tian-Xiao Pang
Publication date: 30 May 2022
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2020.1764582
Statistics (62-XX) Asymptotic properties of parametric estimators (62F12) Central limit and other weak theorems (60F05)
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Cited In (3)
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