Approximations to Some Finite Sample Distributions Associated with a First-Order Stochastic Difference Equation

DOI10.2307/1911222zbMath0349.62070OpenAlexW1969283701MaRDI QIDQ4120017

Peter C. B. Phillips

Publication date: 1977

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1911222

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Exact distribution theory in statistics (62E15) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Stochastic analysis (60H99)

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