A test for strict stationarity in a random coefficient autoregressive model of order 1 (Q2244577)
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scientific article; zbMATH DE number 7425364
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| English | A test for strict stationarity in a random coefficient autoregressive model of order 1 |
scientific article; zbMATH DE number 7425364 |
Statements
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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0.9367531538009644
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0.8341872096061707
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0.8328537344932556
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0.8099156022071838
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