On limiting distributions in explosive autoregressive processes

Statistics and Probability Letters

Volumn 37, Issue 2, 1998, Pages 141-147

  Monsour, Michael J ^a   Mikulski, Piotr W ^b  

^a NATIONAL INSTITUTE OF DENTAL AND CRANIOFACIAL RESEARCH   (United States)

^b Bldg 142   (United States)

Author keywords

Characteristic roots; Jordan normal, canonical form; Purely explosive autoregressive process

Indexed keywords

EID: 0032519189     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0167-7152(97)00111-9     Document Type: Article

References (9)

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