A first order continuous time <scp>VAR</scp> with random coefficients

DOI10.1111/JTSA.12685OpenAlexW4327732555MaRDI QIDQ6148343

Milena Hoyos

Publication date: 11 January 2024

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/jtsa.12685

zbMATH Keywords

VARrandom coefficientscointegrationcontinuous time models

Mathematics Subject Classification ID

Inference from stochastic processes (62Mxx) Stochastic processes (60Gxx)

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