different forms of nonstationarity and noninvertibility. As in related settings, the proof of consistency (which is a … stochastic and deterministic components. We establish consistency and asymptotic normality under quite general circumstances …

consistency (which is a prerequisite for proving asymptotic normality) is challenging due to non-uniform convergence of the … components. In contrast, we establish consistency and asymptotic normality of parameter estimates related to the stochastic …

different forms of nonstationarity and noninvertibility. As in related settings, the proof of consistency (which is a … stochastic and deterministic components. We establish consistency and asymptotic normality under quite general circumstances …

consistency (which is a prerequisite for proving asymptotic normality) is challenging due to non-uniform convergence of the … components. In contrast, we establish consistency and asymptotic normality of parameter estimates related to the stochastic …