Sample covariances of random-coefficient AR(1) panel model (Q2008620)
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English | Sample covariances of random-coefficient AR(1) panel model |
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Sample covariances of random-coefficient AR(1) panel model (English)
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26 November 2019
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autoregressive model
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panel data
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mixture distribution
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long memory
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sample covariance
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scaling transition
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Poisson random measure
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asymptotic self-similarity
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