Stability and asymptotics for autoregressive processes
type: Item
instance of: scholarly article
title: Stability and asymptotics for autoregressive processes
zbMATH Open document ID: 1353.62093
DOI: 10.1214/16-EJS1213
author: Likai Chen
author: Wei Biao Wu
published in: Electronic Journal of Statistics
publication date: 2017-01-11T00:00:00Z
full work available at URL: https://projecteuclid.org/euclid.ejs/1480993452
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 6673459
zbMATH Keywords: autoregressive models
zbMATH Keywords: Markov process
zbMATH Keywords: nonlinear time series
zbMATH Keywords: stationarity
zbMATH Keywords: functional dependence measure
zbMATH Keywords: invariance principle
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 6673459