The different asymptotic regimes of nearly unstable autoregressive processes

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https://hal.archives-ouvertes.fr/hal-01367760
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Submitted on : Friday, September 16, 2016 - 4:04:48 PM
Last modification on : Sunday, March 31, 2019 - 1:33:09 AM

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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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