Stationarity and ergodicity of univariate generalized autoregressive score processes (Q405328): Difference between revisions
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scientific article
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English | Stationarity and ergodicity of univariate generalized autoregressive score processes |
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Stationarity and ergodicity of univariate generalized autoregressive score processes (English)
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5 September 2014
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autoregressive score process
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stationarity
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ergodicity
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time-varying means
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time-varying higher-order moments
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nonlinear dynamics
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stochastic recurrence equations
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