مرکز منطقه ای اطلاع رساني علوم و فناوري - On limiting distributions in explosive autoregressive processes

Title of article :

On limiting distributions in explosive autoregressive processes

Author/Authors :

Michael J. Monsour، نويسنده , , Piotr W. Mikulski، نويسنده ,

Issue Information :

فصلنامه با شماره پیاپی سال 1998

Pages :

From page :

141

To page :

147

Keywords :

Purely explosive autoregressive process , Characteristic roots , Jordan normal , Canonical form

Journal title :

Statistics and Probability Letters

Serial Year :

1998

Journal title :

Statistics and Probability Letters

Record number :

138837

Link To Document :