2 papers
math.PR2015
Moderate deviations for the mildly stationary autoregressive models with dependent errors
Hui Jiang, Guangyu Yang, Mingming Yu
In this paper, we consider the normalized least squares estimator of the parameter in a mildly stationary first-order autoregressive (AR(1)) model with dependent errors which are m…
math.PR2014
Asymptotic distributions related to mildly-explosive second order autoregressive models
Hui Jiang, Mingming Yu, Guangyu Yang
In this paper, we consider the normalized least squares estimator of the parameter in a mildly-explosive first-order autoregressive model with dependent errors which are modeled as…