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Random coefficient continuous systems: Testing for extreme sample path behavior

Random coefficient continuous systems: Testing for extreme sample path behavior
Random coefficient continuous systems: Testing for extreme sample path behavior
0304-4076
Tao, Yubo
b5f501c7-fc55-4416-9866-1df230b034cb
Phillips, Peter C.B.
f67573a4-fc30-484c-ad74-4bbc797d7243
Yu, Jun
b0708df0-aac1-4595-b2fd-4c5c1aa38160
Tao, Yubo
b5f501c7-fc55-4416-9866-1df230b034cb
Phillips, Peter C.B.
f67573a4-fc30-484c-ad74-4bbc797d7243
Yu, Jun
b0708df0-aac1-4595-b2fd-4c5c1aa38160

Tao, Yubo, Phillips, Peter C.B. and Yu, Jun (2019) Random coefficient continuous systems: Testing for extreme sample path behavior. Journal of Econometrics. (In Press)

Record type: Article
Text
Double Asymptotics for OU process in a random environment37 - Accepted Manuscript
Restricted to Repository staff only until 3 January 2021.
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Accepted/In Press date: 3 January 2019

Identifiers

Local EPrints ID: 427353
URI: https://eprints.soton.ac.uk/id/eprint/427353
ISSN: 0304-4076
PURE UUID: 22bf0af4-9955-4d6f-b0aa-13dd833286a7
ORCID for Peter C.B. Phillips: ORCID iD orcid.org/0000-0003-2341-0451

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Date deposited: 14 Jan 2019 17:30
Last modified: 25 May 2019 00:32

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