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Asymptotic approximations in the near-integrated model with a non-zero initial condition - MaRDI portal

Asymptotic approximations in the near-integrated model with a non-zero initial condition (Q2772845)

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scientific article; zbMATH DE number 1708312
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English
Asymptotic approximations in the near-integrated model with a non-zero initial condition
scientific article; zbMATH DE number 1708312

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    4 February 2004
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    Edgeworth expansion
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    continuous-time asymptotics
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    stochastic expansion
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    autoregressive model
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    Asymptotic approximations in the near-integrated model with a non-zero initial condition (English)
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