Asymptotic inference for a nonstationary double AR(1) model

By S. Ling, Dong Li. 2008

50 citations recorded by the source corpus.

Subfields: Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/69620419883c8ea3cdc0353ca63f62f295215c8f

Citations in the corpus

• Local explosion modelling by non‐causal process (2017, unknown): “Yt/ might be called a double-semistrong AR(1) process (see Ling and Li (2008)).”