Nonlinear stochastic trends
暂无分享,去创建一个
[1] Andrew Harvey,et al. The econometric analysis of time series , 1991 .
[2] J. MacKinnon,et al. Estimation and inference in econometrics , 1994 .
[3] Chris Chatfield,et al. Introduction to Statistical Time Series. , 1976 .
[4] On the Asymptotic Behaviour of Discrete Time Stochastic Growth Processes , 1987 .
[5] On recurrence and transience of growth models , 1986 .
[6] F. Klebaner. Stochastic Difference Equations and Generalized Gamma Distributions , 1989 .
[7] P. Kušter. Asymptotic Growth of Controlled Galton-Watson Processes , 1985 .
[8] G. Kersting. A law of large numbers for stochastic difference equations , 1992 .