2 papers
math.PR2024
The nonexplosive solution of explosive autoregressions
Erich Häusler, Harald Luschgy
We establish several features of the stationary solution of purely explosive autoregressions of order d based on nonstandard initial values.
math.PR2024
On stable central limit theorems for multivariate discrete-time martingales
Erich Häusler, Harald Luschgy
We provide a systematic approach to stable central limit theorems for d-dimensional martingale difference arrays and martingale difference sequences. The conditions imposed are str…