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Conjecture on the renormalization rate for nearly unstable processes with multiple unit roots
Let $A_n$ be the companion matrices of the stable but nearly unstable processes considered in the paper, and let $\rho(A_n)$ denote their spectral radius. The discussion concerns t…
Conjectureopenmoderate-deviations nearly-unstable-processes time-seriesarXiv posted 2 days ago

Conjecture on the renormalization rate for nearly unstable processes with multiple unit roots