Double asymptotics for explosive continuous time models
Year of publication: |
July 2016
|
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Authors: | Wang, XiaoHu ; Yu, Jun |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 193.2016, 1, p. 35-53
|
Subject: | Explosive continuous time models | Lévy process | Moderate deviations from unity | Double asymptotics | Invariance principle | Initial condition | Theorie | Theory | Stochastischer Prozess | Stochastic process | Zeitreihenanalyse | Time series analysis |
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