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On the asymptotic behavior of least-squares estimators in AR time series with roots near the unit circle
Jeganathan, P.
- In:
Econometric theory
7
(
1991
)
3
,
pp. 269-306
Persistent link: https://www.econbiz.de/10001118061
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Limit theorems for functionals of sums that converge to fractional stable motions
Jeganathan, P.
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contributor
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2006
Persistent link: https://www.econbiz.de/10003468448
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