Mixing convergence of LSE for supercritical AR(2) processes with Gaussian innovations using random scaling

Fuente: arXiv

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Bibliographic Details
Main Authors:	Barczy, Matyas, Nedényi, Fanni, Pap, Gyula
Format:	Preprint
Published:	2021
Subjects:	Statistics Theory Probability 62F12, 62H12, 60G15, 60F05
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2101.01590