The nonexplosive solution of explosive autoregressions
Probability
2024-11-08 v1
Abstract
We establish several features of the stationary solution of purely explosive autoregressions of order d based on nonstandard initial values.
Cite
@article{arxiv.2411.04603,
title = {The nonexplosive solution of explosive autoregressions},
author = {Erich Häusler and Harald Luschgy},
journal= {arXiv preprint arXiv:2411.04603},
year = {2024}
}
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