A Continuous Time Approximation to the Unstable First-Order Autoregressive Process: The Case Without an Intercept (Q3361763)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Continuous Time Approximation to the Unstable First-Order Autoregressive Process: The Case Without an Intercept |
scientific article |
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A Continuous Time Approximation to the Unstable First-Order Autoregressive Process: The Case Without an Intercept (English)
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1991
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near-integrated processes
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unit root
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first-order stochastic difference equation
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first-order autoregressive process
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least-squares estimator
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continuous-time Ornstein-Uhlenbeck process
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Wiener process
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moment- generating function
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power function
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