A LIMIT THEOREM FOR MILDLY EXPLOSIVE AUTOREGRESSION WITH STABLE ERRORS
| Year of publication: |
2007
|
|---|---|
| Authors: | Aue, Alexander ; Horváth, Lajos |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 23.2007, 2, p. 201-220
|