Double asymptotics for explosive continuous time models

Xiaohu Wang, Jun Yu

Year of publication:	July 2016
Authors:	Wang, XiaoHu ; Yu, Jun
Published in:	Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 193.2016, 1, p. 35-53
Subject:	Explosive continuous time models \| Lévy process \| Moderate deviations from unity \| Double asymptotics \| Invariance principle \| Initial condition \| Theorie \| Theory \| Stochastischer Prozess \| Stochastic process \| Zeitreihenanalyse \| Time series analysis

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