Contents
Influence of error structures on asymptotics for explosive AR(1) time series / Sun Young Hwang 1
ABSTRACT 1
1. Preliminary Reviews on Gaussian Explosive AR(1) Time Series 1
2. The Case When Errors are Possibly Non-Gaussian iid 2
3. Errors are Martingale Differences 2
4. Errors are Auto-correlated Stationary Time Series 2
5. When the Parameter is Random 2
6. Explosive Branching AR(1) 3
7. Concluding Remarks 3
References 3