Limit theory for random coefficient autoregressive process under possibly infinite variance error sequence (Q5739174)
From MaRDI portal
scientific article; zbMATH DE number 6603645
Language | Label | Description | Also known as |
---|---|---|---|
English | Limit theory for random coefficient autoregressive process under possibly infinite variance error sequence |
scientific article; zbMATH DE number 6603645 |
Statements
Limit theory for random coefficient autoregressive process under possibly infinite variance error sequence (English)
0 references
15 July 2016
0 references
autoregressive process
0 references
random coefficients
0 references
asymptotic normality
0 references
0 references
0 references