Path integral method for limiting distribution of an estimator arising from an ar(1)-process with a unit root

Keyphrases

• Limiting Distribution 100%
• Unit Root 100%
• Path Integral Method 100%
• Characteristic Function 66%
• Path Integral 33%
• Random Variables 33%
• First-order Autoregressive Model 33%
• Unit Root Test 33%
• Brownian Functionals 33%
• Wiener Space 33%

Mathematics

• Limiting Distribution 100%
• Characteristic Function 66%
• Closed Form 33%
• Autoregressive Model 33%
• Functionals 33%
• Wiener Space 33%
• Unit Root Test 33%
• Random Variable 33%