Explosive Random‐Coefficient AR(1) Processes and Related Asymptotics for Least‐Squares Estimation
Work
Year: 2005
Type: article
Source: Journal of Time Series Analysis
Authors Sun Young Hwang, I. V. Basawa
Cites: 13
Cited by: 46
Related to: 10
FWCI: 1.287
Citation percentile (by year/subfield): 94.85
Subfield: Finance
Domain: Social Sciences
Open Access status: closed