Hitomi, Kohtaro; Nagai, Keiji; Nishiyama, Yoshihiko; … - In: Essays in honor of Joon Y. Park : econometric theory, (pp. 115-153). 2023
root against stationary or explosive states in a p-th order autoregressive (AR) process monitored over time. Our sequential … sampling schemes use stopping times based on the observed Fisher information of a local-to-unity parameter. In contrast to the …