Asymptotic inference for ar(1) processes with (non-normal) stable errors. III

DOI10.1080/15326349708807445zbMath0899.60067OpenAlexW2334032499MaRDI QIDQ4371848

Joop Mijnheer

Publication date: 3 November 1998

Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349708807445

zbMATH Keywords

Ornstein-Uhlenbeck processasymptotic behavior of quadratic forms

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic integrals (60H05)

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Asymptotic inference for \(AR(1)\) processes with (nonnormal) stable errors. IV. A note on the case of a negative unit root

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