The different asymptotic regimes of nearly unstable autoregressive processes

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Article dans une revue
The Fascination of Probability, Statistics and their Applications, 2016, The Fascination of Probability, Statistics and their Applications, In Honour of Ole E. Barndorff-Nielsen, pp.283-301. <Springer>
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Contributeur : Serena Benassù <>
Soumis le : vendredi 16 septembre 2016 - 16:04:48
Dernière modification le : jeudi 27 avril 2017 - 09:47:15

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  • HAL Id : hal-01367760, version 1

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Mathieu Rosenbaum, Thibault Jaisson. The different asymptotic regimes of nearly unstable autoregressive processes . The Fascination of Probability, Statistics and their Applications, 2016, The Fascination of Probability, Statistics and their Applications, In Honour of Ole E. Barndorff-Nielsen, pp.283-301. <Springer>. <hal-01367760>

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