Limit Theory for Moderate Deviations from a Unit Root Under Innovations with a Possibly Infinite Variance

Author： Huang Sai-Hua Pang Tian-Xiao Weng Chengguo

ISSN： 1387-5841

Source： Methodology And Computing In Applied Probability, Vol.16, Iss.1, 2014-03, pp. : 187-206

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