Inference for nearly nonstationary processes under strong dependence with infinite variance

Mathematics

• Variance 100%
• Asymptotics 33%
• Least-Squares Estimate 33%
• Square Estimator 33%
• Jump Process 33%
• Autoregressive Model 33%
• Regularity Condition 33%
• Stable Process 33%
• Weak Convergence 33%
• Autoregressive Coefficient 33%
• Least Squares Method 33%