Consistency and asymptotic normality in a class of nearly unstable processes (Q6190227)
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scientific article; zbMATH DE number 7800325
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistency and asymptotic normality in a class of nearly unstable processes |
scientific article; zbMATH DE number 7800325 |
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Consistency and asymptotic normality in a class of nearly unstable processes (English)
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6 February 2024
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nearly unstable autoregressive process
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OLS estimation
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asymptotic behavior
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companion matrix
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unit root
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martingales
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