Asymptotic inference for nearly unstable AR(p) processes
Year of publication: |
1999
|
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Authors: | Meer, Tjacco van der ; Pap, Gyula ; Zuijlen, Martien C. A. 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 |
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