ASYMPTOTIC INFERENCE FOR NEARLY NONSTATIONARY AR(1) PROCESSES

[1] AHTOLA J, 1984, BIOMETRIKA, V71, P263

[2] ANDERSON OD, 1985, TIME SERIES ANAL THE, V7, P15

[3] ON ASYMPTOTIC DISTRIBUTIONS OF ESTIMATES OF PARAMETERS OF STOCHASTIC DIFFERENCE-EQUATIONS [J]. ANNALS OF MATHEMATICAL STATISTICS, 1959, 30 (03): : 676 - 687

[4] Arnold Ludwig, 1974, STOCHASTIC DIFFERENT

[5] Billingsley P, 1968, CONVERGENCE PROBABIL

[6] BOBKOSKI MJ, 1983, THESIS U WISCONSIN M

[7] CHAN NH, 1985, LIMITING DISTRIBUTIO

[8] DISTRIBUTION OF THE ESTIMATORS FOR AUTOREGRESSIVE TIME-SERIES WITH A UNIT ROOT [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1979, 74 (366) : 427 - 431

[9] THE CALCULATION OF THE LIMITING DISTRIBUTION OF THE LEAST-SQUARES ESTIMATOR OF THE PARAMETER IN A RANDOM-WALK MODEL [J]. ANNALS OF STATISTICS, 1981, 9 (05) : 1114 - 1118

[10] FULLER WA, 1976, INTRO STATISTICAL TI

[1] AHTOLA J, 1984, BIOMETRIKA, V71, P263

[2] ANDERSON OD, 1985, TIME SERIES ANAL THE, V7, P15

[3] ON ASYMPTOTIC DISTRIBUTIONS OF ESTIMATES OF PARAMETERS OF STOCHASTIC DIFFERENCE-EQUATIONS [J]. ANNALS OF MATHEMATICAL STATISTICS, 1959, 30 (03): : 676 - 687

[4] Arnold Ludwig, 1974, STOCHASTIC DIFFERENT

[5] Billingsley P, 1968, CONVERGENCE PROBABIL

[6] BOBKOSKI MJ, 1983, THESIS U WISCONSIN M

[7] CHAN NH, 1985, LIMITING DISTRIBUTIO

[8] DISTRIBUTION OF THE ESTIMATORS FOR AUTOREGRESSIVE TIME-SERIES WITH A UNIT ROOT [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1979, 74 (366) : 427 - 431

[9] THE CALCULATION OF THE LIMITING DISTRIBUTION OF THE LEAST-SQUARES ESTIMATOR OF THE PARAMETER IN A RANDOM-WALK MODEL [J]. ANNALS OF STATISTICS, 1981, 9 (05) : 1114 - 1118

[10] FULLER WA, 1976, INTRO STATISTICAL TI