The nonexplosive solution of explosive autoregressions
We establish several features of the stationary solution of purely explosive autoregressions of order d based on nonstandard initial values.
math.PR↗
arXiv subjects
Erich Häusler
Publications and source records attributed to Erich Häusler.
On stable central limit theorems for multivariate discrete-time martingales
We provide a systematic approach to stable central limit theorems for d-dimensional martingale difference arrays and martingale difference sequences. The conditions imposed are straightforward extensions of the univariate case.
math.PR↗