Asymptotic theory of least squares estimators for nearly unstable processes under strong dependence

Boris Buchmann, Ngai Hang Chan

Research output: Contribution to journal › Article › Research › peer-review

Cite this

@article{87250a97a53f47ebbb7ff778b6985277,

title = "Asymptotic theory of least squares estimators for nearly unstable processes under strong dependence",

author = "Boris Buchmann and Chan, \{Ngai Hang\}",

year = "2007",

language = "English",

volume = "35",

pages = "2001 -- 2017",

journal = "Annals of Statistics",

issn = "0090-5364",

publisher = "Institute of Mathematical Statistics",

number = "5",

}