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Mildly explosive autoregression with mixing innovations

Crossref DOI link: https://doi.org/10.1016/j.jkss.2017.09.001

Published Print: 2018-03

Update policy: https://doi.org/10.1016/elsevier_cm_policy

Authors

Oh, Haejune

Lee, Sangyeol https://orcid.org/0000-0003-1109-6768
Chan, Ngai Hang
Funding

Funding for this research was provided by:

National Research Foundation of Korea (NRF)

ICT and future Planning (2015R1A2A2A010003894)

HKSAR-RGC-GRF (14300514)

HKSAR-RGC-GRF (14325216)

HKSAR-RGC-CRF:CityU8/CRG/12G

Theme-based Research Scheme of HKSAR-RGC-TBS (T32-101/15-R)
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This article is maintained by: Elsevier

Article Title: Mildly explosive autoregression with mixing innovations

Journal Title: Journal of the Korean Statistical Society

CrossRef DOI link to publisher maintained version: https://doi.org/10.1016/j.jkss.2017.09.001

Content Type: article

Copyright: © 2017 The Korean Statistical Society. Published by Elsevier B.V. All rights reserved.