位置：成果数据库 > 期刊 > 期刊详情页
Asymptotic inference for nearly nonstationary AR(1) processes with　possibly infinite variance
  • ISSN号：0167-7152
  • 期刊名称：Statistics & Probability Letters
  • 时间：0
  • 页码：2374-2379
  • 语言：英文
  • 相关项目：随机矩阵的渐近理论及其应用研究
作者： Kyo-Shin Hwang|Tian-Xiao Pang|
同期刊论文项目
随机矩阵的渐近理论及其应用研究
期刊论文 37
同项目期刊论文
A note on self-normalized Dickey-Fuller test for unit root in autoregressive time series with GARCH
ON MAXIMA OF PERIODOGRAMS OF STATIONARY PROCESSES
Necessary and sufficient conditions for the asymptotic distribution of the largest entry of a sample
Robust estimation in a nonlinear cointegration model
A weak invariance principle for self-normalized products of sums of mixing sequences
Joint and supremum distributions in the compound binomial model with Markovian environment
Strong laws of large numbers for arrays of rowwise independent random compact sets and fuzzy random
Strong limit theorems for random sets and fuzzy random sets with slowly varying weights
THE ASYMPTOTIC DISTRIBUTION AND BERRY–ESSEEN BOUND OF A NEW TEST FOR INDEPENDENCE IN HIGH DIMENSION
Precise asymptotics for the first moment of the error variance estimator in linear models
Precise Asymptotics for Random Matrices and Random Growth Models
A LIL for independent non-identically distributed random variables in Banach space and its applicati
Precise asymptotics in the law of logarithm under dependence assumptionsI
ON THE RATES OF THE CHUNG-TYPE LAW OF LOGARITHM
A GENERAL LIL FOR TRIMMED SUMS OF RANDOM FIELDS IN BANACH SPACES
Strong approximation for a class of stationary processes
Nonparametric tests for the general multivariate multi-sample problem
Circular β Ensembles, CMV representation, Characteristic Polynomials
Exact rates in log law for positively associated random variables
Transition Distributions of Young Diagrams Under Periodically Weighted Plancherel Measures
LOCAL LINEAR M-ESTIMATORS IN NULL RECURRENT TIME SERIES
Asymptotics for self-normalized random products of sums of i.i.d. random variables
Precise rates in the law of the logarithm for negatively associated random variables
强平稳ρ-混合序列的精确渐近性
含均值变点时相依误差时间序列的Dickey—Fuller单位根统计量的极限分布
行内NA组列的完全收敛性
PA序列Chung型对数律的极限定理
相依假设下样本相关矩阵最大元的渐近分布
A note on self-normalized Dickey-Fuller test for unit root in autoregressive time series with GARCH errors
自正则Chung型重对数律的精确渐近性