arXiv · 2411.04603
The nonexplosive solution of explosive autoregressions
Abstract
We establish several features of the stationary solution of purely explosive autoregressions of order d based on nonstandard initial values.
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Erich Häusler, Harald Luschgy. 2024-11-07. The nonexplosive solution of explosive autoregressions. https://arxiv.org/abs/2411.04603
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