Functional limit theorems in Hölder space for residuals of nearly nonstationary AR1 process
DOI:
https://doi.org/10.19195/0208-4147.37.1.7Słowa kluczowe:
Nearly nonstationary process, residuals, Hölderian functional limit theorems, epidemic changeAbstrakt
FUNCTIONAL LIMIT THEOREMS IN HÖLDER SPACE FOR RESIDUALS OF NEARLY NONSTATIONARY AR1 PROCESS
