Asymptotic inference for nearly unstable multidimensional AR processes
Keyword(s):
1993 ◽
Vol 21
(4)
◽
pp. 2098-2107
◽
1989 ◽
Vol 23
(3)
◽
pp. 301-312
◽
2018 ◽
Vol 49
(4)
◽
pp. 809-826
1982 ◽
Vol 12
(1)
◽
pp. 123-135
◽
1994 ◽
Vol 39
(2)
◽
pp. 155-186
◽
Keyword(s):
1996 ◽
Vol 11
(3)
◽
pp. 273-284