A test for strict stationarity in a random coefficient autoregressive model of order 1 (Q2244577): Difference between revisions
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Revision as of 04:33, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A test for strict stationarity in a random coefficient autoregressive model of order 1 |
scientific article |
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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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