Slow-explosive AR(1) processes converging to random walk
Author:
Affiliation:
1. Department of Statistics, Keimyung University, Taegu, Korea;
2. Department of Statistics, Sookmyung Womens University, Seoul, Korea
Funder
National Research Foundation of Korea
Publisher
Informa UK Limited
Subject
Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/03610926.2019.1568486
Reference11 articles.
1. Asymptotic Inference for Nearly Nonstationary AR(1) Processes
2. Parameter estimation for nearly nonstationary AR(1) processes
3. Explosive Random-Coefficient AR(1) Processes and Related Asymptotics for Least-Squares Estimation
Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Barely-stationary AR(1) sequences near random walk;Journal of the Korean Statistical Society;2021-05-08
2. Explosive AR(1) process with independent but not identically distributed errors;Journal of the Korean Statistical Society;2020-01-01
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