Explosive Random-Coefficient AR(1) Processes and Related Asymptotics for Least-Squares Estimation
Author:
Publisher
Wiley
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9892.2005.00432.x/fullpdf
Reference13 articles.
1. On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations
2. Asymptotic Conditional Inference for Regular Nonergodic Models with an Application to Autoregressive Processes
3. Martingale Central Limit Theorems
4. Probability Theory
5. Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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