A test of correlation in the random coefficients of an autoregressive process (Q1788724): Difference between revisions

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-Frédéric Proïa
@@ Property / author: Frédéric Proïa / rank @@
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+Frédéric Proïa
@@ Property / author: Frédéric Proïa / rank @@
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+MaRDI publication profile
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+.06772
@@ Property / arXiv ID: 1606.06772 / rank @@
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@@ Property / cites work @@
+Autoregressive series with random parameters
@@ Property / cites work: Autoregressive series with random parameters / rank @@
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@@ Property / cites work @@
+Q3094073
@@ Property / cites work: Q3094073 / rank @@
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+Estimation in Random Coefficient Autoregressive Models
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+Estimation in nonstationary random coefficient autoregressive models
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+The Lindeberg-Levy Theorem for Martingales
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+The stochastic equation <i>Y<sub>n</sub></i><sub>+1</sub>=<i>A<sub>n</sub>Y<sub>n</sub> + B<sub>n</sub></i> with stationary coefficients
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+Matrix Analysis
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+W2744670223
@@ Property / OpenAlex ID: W2744670223 / rank @@
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