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The different asymptotic regimes of nearly unstable autoregressive processes

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https://hal.archives-ouvertes.fr/hal-01263163
Contributor : Serena Benassù <>
Submitted on : Wednesday, January 27, 2016 - 2:43:55 PM
Last modification on : Friday, March 27, 2020 - 3:54:26 AM

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  • HAL Id : hal-01263163, version 1

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T. Jaisson, M. Rosenbaum. The different asymptotic regimes of nearly unstable autoregressive processes. M. Podolskij, R. Stelzer, S. Thorbjornsen, A.E.D. Veraart. The Fascination of Probability, Statistics and their Applications, In Honour of Ole E. Barndorff-Nielsen, Springer, pp.283-301, 2016. ⟨hal-01263163⟩

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