Uniform limit theory for stationary autoregression

Journal of Time Series Analysis

Volumn 27, Issue 1, 2006, Pages 51-60

  Giraitis, Liudas ^b   Phillips, Peter C B ^a  

^a YALE UNIVERSITY   (United States)

^b NONE

Author keywords

Autoregression; Gaussian limit theory; Local to unity; Uniform limit

Indexed keywords

EID: 33645166162     PISSN: 01439782     EISSN: 14679892     Source Type: Journal    
DOI: 10.1111/j.1467-9892.2005.00452.x     Document Type: Article

References (7)

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