Asymptotic inference for nearly unstable multidimensional AR processes
Teoriâ veroâtnostej i ee primeneniâ, Tome 41 (1996) no. 3, pp. 703-710

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     author = {G. Pap and M. Van Zuijlen},
     title = {Asymptotic inference for nearly unstable multidimensional {AR} processes},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {703--710},
     publisher = {mathdoc},
     volume = {41},
     number = {3},
     year = {1996},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/TVP_1996_41_3_a20/}
}
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G. Pap; M. Van Zuijlen. Asymptotic inference for nearly unstable multidimensional AR processes. Teoriâ veroâtnostej i ee primeneniâ, Tome 41 (1996) no. 3, pp. 703-710. http://geodesic.mathdoc.fr/item/TVP_1996_41_3_a20/