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5. Limit Theory for Continuous Time Systems with Mildly Explosive Regressors

Limit Theory for Continuous Time Systems with Mildly Explosive Regressors

来源 :中国系统工程学会 | 被引量 : 0次 | 上传用户：szjtznh

【摘 要】

：

Limit theory is developed for continuous co-moving systems with mildly explosive regressors.The theory uses double asymptotics with infill(as the sampling interval tends to zero)and large time span as

【作 者】

：

Peter C.B.Phillips Ye Chen Jun Yu 

【机 构】

：

Yale University,University of Auckland,Singapore Management University & University of Southampton

【出 处】

：

中国系统工程学会

【发表日期】

：

2015年3期

【关键词】

：

Cointegrated System Explosive Process Moderate Deviations from Unity Double Asym 

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　　Limit theory is developed for continuous co-moving systems with mildly explosive regressors.The theory uses double asymptotics with infill(as the sampling interval tends to zero)and large time span asymptotics.

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