A limit theorem for mildly explosive autoregression with stable errors
Year of publication: |
2007
|
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Authors: | Aue, Alexander ; Horváth, Lajos |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 23.2007, 2, p. 201-220
|
Subject: | Autokorrelation | Autocorrelation | Schätztheorie | Estimation theory |
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