Asymptotic inference for nearly unstable AR(p) processes
Tjacco van der Meer; Gyula Pap; Martien C. A. van Zuijlen
| Year of publication: |
1999
|
|---|---|
| Authors: | Meer, Tjacco van der ; Pap, Gyula ; Zuijlen, Martinus Cornelis Antonius van |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 15.1999, 2, p. 184-217
|
| Subject: | Theorie | Theory | Autokorrelation | Autocorrelation | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | AR = autoregressive In: Econometric theory |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001381841