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Property / full work available at URL: https://doi.org/10.1016/j.spl.2021.109164 / rank
 
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Latest revision as of 03:25, 27 July 2024

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A test for strict stationarity in a random coefficient autoregressive model of order 1
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    A test for strict stationarity in a random coefficient autoregressive model of order 1 (English)
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    12 November 2021
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    random coefficient autoregression
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    stationarity
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    heavy tails
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