The nonexplosive solution of explosive autoregressions
Fuente:
arXiv
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| Main Authors: | , |
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| Format: | Preprint |
| Published: |
2024
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| Subjects: | |
| Online Access: | |
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| _version_ | 1866916471632822272 |
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| author | Häusler, Erich Luschgy, Harald |
| author_facet | Häusler, Erich Luschgy, Harald |
| contents | We establish several features of the stationary solution of purely explosive autoregressions of order d based on nonstandard initial values. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2411_04603 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | The nonexplosive solution of explosive autoregressions Häusler, Erich Luschgy, Harald Probability 60F05, 60F15, 60G42, 62F12, 62H12, 62M10 We establish several features of the stationary solution of purely explosive autoregressions of order d based on nonstandard initial values. |
| title | The nonexplosive solution of explosive autoregressions |
| topic | Probability 60F05, 60F15, 60G42, 62F12, 62H12, 62M10 |
| url | https://arxiv.org/abs/2411.04603 |