Asymptotic theory of least squares estimators for nearly unstable processes under strong dependence

Citation

Buchmann, B & Chan, N H 2007, 'Asymptotic theory of least squares estimators for nearly unstable processes under strong dependence', Annals of Statistics, vol. 35, no. 5, pp. 2001-2017.

Year

2007

ANU Authors

Field of Research

  • Ordinary Differential Equations, Difference Equations And Dynamical Systems

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