Asymptotic properties of mildly explosive processes with locally stationary disturbance (Q2036311)
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scientific article; zbMATH DE number 7364172
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic properties of mildly explosive processes with locally stationary disturbance |
scientific article; zbMATH DE number 7364172 |
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Asymptotic properties of mildly explosive processes with locally stationary disturbance (English)
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28 June 2021
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mildly explosive autoregression
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locally stationary process
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limit theorem for least squares estimator
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bubble and crash detection
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