ASYMPTOTIC INFERENCE FOR NEARLY NONSTATIONARY AR(1) PROCESSES

被引：303
作者：
CHAN, NH [1 ]
WEI, CZ [1 ]
机构：
[1] UNIV MARYLAND,DEPT MATH,COLLEGE PK,MD 20742
来源：
ANNALS OF STATISTICS | 1987年 / 15卷 / 03期
关键词：
D O I：
10.1214/aos/1176350492
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
引用
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页码：1050 / 1063
页数：14
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