Time changes and stationarity issues for extended scalar autoregressive models

DOI10.1016/J.JSPI.2023.106112OpenAlexW4386989152MaRDI QIDQ6195516

Valérie Girardin, Rachid Senoussi

Publication date: 14 March 2024

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2023.106112

zbMATH Keywords

autoregressive processesweak stationaritytime changeautoregressive sequences

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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