The nonexplosive solution of explosive autoregressions

MaRDI QIDQ6752415arXivFDO

Authors Erich Haeusler, Harald Luschgy

Publication date 2024

Published in arXiv

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Martingales with discrete parameter (60G42) Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

arXiv classification

math.PR

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