Maximum likelihood estimation for nearly non‐stationary stable autoregressive processes
From MaRDI portal
Publication:5397932
DOI10.1111/j.1467-9892.2011.00762.xzbMath1282.62209MaRDI QIDQ5397932
Rong Mao Zhang, Ngai Hang Chan
Publication date: 25 February 2014
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.2011.00762.x
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62E20: Asymptotic distribution theory in statistics
60F17: Functional limit theorems; invariance principles
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