Title of article
Nearly unstable multidimensional AR processes
Author/Authors
J. Kormos، نويسنده , , G. Pap، نويسنده ,
Issue Information
هفته نامه با شماره پیاپی سال 1997
Pages
7
From page
1
To page
7
Abstract
The limiting distribution of the likelihood ratio is given for the hypothesis of unstability in case of nearly unstable multidimensional Gaussian AR(1) processes.
Keywords
Likelihood Ratio , Nearly unstable autoregressive process , Stochastic differential equation
Journal title
Computers and Mathematics with Applications
Serial Year
1997
Journal title
Computers and Mathematics with Applications
Record number
918085
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