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Results 1-2 of 2 (Search time: 0.003 seconds).
Slow-explosive AR(1) processes converging to random walk
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Kim, Tae Yoon;
Hwang, Sun Young
Article
Issue Date
2020
Citation
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, v.49, no.9, pp 2094 - 2109
Publisher
TAYLOR & FRANCIS INC
Barely-stationary AR(1) sequences near random walk
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Kim, Tae Yoon;
Hwang, Sun Young
Article
Issue Date
2021
Citation
Journal of the Korean Statistical Society, v.50, no.3, pp 832 - 843
Publisher
한국통계학회
1
Discover
Author
Hwang, Sun Young
2
Subject
Barely-stationary AR(1)
1
Random Walk
1
Slow-explosive AR(1)
1
Two-sided test for random walk
1
U-statistic
1
Varying coefficient
1
Date Issued
2021
1
2020
1
Type
Article
2
Language
ENG
2
Journal
COMMUNICATIONS IN STATISTICS-THEO...
1
Journal of the Korean Statistical...
1
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