Title of article :
Nearly unstable multidimensional AR processes
Author/Authors :
J. Kormos، نويسنده , , G. Pap، نويسنده ,
Issue Information :
هفته نامه با شماره پیاپی سال 1997
Abstract :
The limiting distribution of the likelihood ratio is given for the hypothesis of unstability in case of nearly unstable multidimensional Gaussian AR(1) processes.
Keywords :
Likelihood Ratio , Nearly unstable autoregressive process , Stochastic differential equation
Journal title :
Computers and Mathematics with Applications
Journal title :
Computers and Mathematics with Applications
