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Mildly Explosive Autoregression with Strong Mixing Errors

Xian Liu1, Xiaoqin Li1, Min Gao1

  • 1School of Big Data and Statistics, Anhui University, Hefei 230039, China.

Entropy (Basel, Switzerland)
|December 23, 2022
PubMed

Keywords:
Cauchy distributionleast squares estimatormildly explosive autoregressionstrong mixing sequences

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