A continuous time approximation to the unstable first-order autoregressive process : the case without an intercept
Year of publication: |
1991
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Authors: | Perron, Pierre |
Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 59.1991, 1, p. 211-236
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Subject: | Ornstein Uhlenbeck diffusion process | Schätztheorie | Estimation theory | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory |
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