Asymptotic approximations in the near integrated model with a non zero initial condition
Perron, Pierre and Vodounou, Cosme
Asymptotic approximations in the near integrated model with a non zero initial condition J5708 2001 - 2001 - 143-169 V. 04 Issue. 1
Econometrics
Edgeworth expansion;Cointinuous time asymptotics;Stochastic expansion;Distribution function;Autoregressive model;
Asymptotic approximations in the near integrated model with a non zero initial condition J5708 2001 - 2001 - 143-169 V. 04 Issue. 1
Econometrics
Edgeworth expansion;Cointinuous time asymptotics;Stochastic expansion;Distribution function;Autoregressive model;