Unified asymptotic theory for nearly unstable AR(p) processes

Citation

Buchmann, B & Chan, N 2013, 'Unified asymptotic theory for nearly unstable AR(p) processes', Stochastic Processes and their Applications, vol. 123, no. 3, pp. 952-985.

Year

2013

ANU Authors

Field of Research

  • Stochastic Analysis And Modelling

Updated:  27 July 2024 / Responsible Officer:  Director (Research Services Division) / Page Contact:  Researchers