Unified asymptotic theory for nearly unstable AR(<mml:math altimg="si8.gif" display="inline" overflow="scroll" xmlns:xocs="http://www.elsevier.com/xml/xocs/dtd" xmlns:xs="http://www.w3.org/2001/XMLSchema" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns="http://www.elsevier.com/xml/ja/dtd" xmlns:ja="http://www.elsevier.com/xml/ja/dtd" xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:tb="http://www.elsevier.com/xml/common/table/dtd" xmlns:sb="http://www.elsevier.com/xml/common/struct-bib/dtd" xmlns:ce="http://www.elsevier.com/xml/common/dtd" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:cals="http://www.elsevier.com/xml/common/cals/dtd"><mml:mi>p</mml:mi></mml:math>) processes-Reference-Cited by-同舟云学术

Unified asymptotic theory for nearly unstable AR(p) processes

Author:

Buchmann Boris,Chan Ngai Hang

Funder

ARC

HKSAR-RGC-GRF

HKSAR-RGC-CRG

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference39 articles.

1. Convergence of Probability Measures;Billingsley,1968

2. Time Series: Theory and Methods;Brockwell,1991

5. Time series with roots on or near the unit circle;Chan,2009

Cited by 11 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