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Communications in Statistics - Theory and Methods Volume 53, 2024 - Issue 9
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Research Article

Asymptotics of M-estimators for moderate deviations from a unit root model with possibly infinite variance

Xiaochen Wanga College of Mathematics and Sciences, Shanghai Normal University, Shanghai, China
,
Xiaolong Tangb School of Finance and Business, Shanghai Normal University, Shanghai, China
&
Yuping Songb School of Finance and Business, Shanghai Normal University, Shanghai, ChinaCorrespondence[email protected]
Pages 3169-3186 | Received 04 Jan 2022, Accepted 18 Nov 2022, Published online: 30 Nov 2022

References

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