The different asymptotic regimes of nearly unstable autoregressive processes - Archive ouverte HAL
Article Dans Une Revue The Fascination of Probability, Statistics and their Applications Année : 2016

The different asymptotic regimes of nearly unstable autoregressive processes

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Probabilités [math.PR]

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https://hal.science/hal-01367760

Soumis le : vendredi 16 septembre 2016-16:04:48

Dernière modification le : dimanche 17 novembre 2024-03:32:39

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hal-01367760 , version 1 (16-09-2016)

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Mathieu Rosenbaum, Thibault Jaisson. The different asymptotic regimes of nearly unstable autoregressive processes . The Fascination of Probability, Statistics and their Applications, 2016, The Fascination of Probability, Statistics and their Applications, In Honour of Ole E. Barndorff-Nielsen, pp.283-301. ⟨hal-01367760⟩

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