Explosive random-coefficient AR(1) processes and related asymptotics for least-squares estimation

Journal of Time Series Analysis

Volumn 26, Issue 6, 2005, Pages 807-824

  Hwang, S Y ^a   Basawa, I V ^b  

^a Sookmyung Women's University   (South Korea)

^b UNIVERSITY OF GEORGIA   (United States)

Author keywords

Conditional asymptotics; Explosive random coefficient ar(1) processes; Least squares estimation; Martingale convergence theorem

Indexed keywords

EID: 27644506759     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1467-9892.2005.00432.x     Document Type: Article

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