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Results 1-1 of 1 (Search time: 0.003 seconds).
Explosive random-coefficient AR(1) processes and related asymptotics for least-squares estimation
Hwang S.Y.
; Basawa I.V.
Article
Issue Date
2005
Citation
Journal of Time Series Analysis, v.26, no.6, pp 807 - 824
Publisher
Tieto, Ltd
1
Discover
Author
Basawa I.V.
1
Subject
Conditional asymptotics
1
Least-squares estimation
1
Martingale convergence theorem
1
Date Issued
2005
1
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