Arbitrary initial values and random norm for explosive AR(1) processes generated by stationary errors
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Publication:1933708
DOI10.1016/j.spl.2012.08.022zbMath1489.62279OpenAlexW1982535674MaRDI QIDQ1933708
Publication date: 25 January 2013
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2012.08.022
Related Items (4)
Explosive \(\mathrm{AR}(1)\) process with independent but not identically distributed errors ⋮ Slow-explosive AR(1) processes converging to random walk ⋮ Tests Based on Simplicial Depth for AR(1) Models With Explosion ⋮ Explosive strong periodic autoregression with multiplicity one
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