Testing for strict stationarity in a random coefficient autoregressive model (Q5861030)
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scientific article; zbMATH DE number 7484554
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for strict stationarity in a random coefficient autoregressive model |
scientific article; zbMATH DE number 7484554 |
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Testing for strict stationarity in a random coefficient autoregressive model (English)
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4 March 2022
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heavy tails
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random coefficient autoregression
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randomized tests
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stationarity
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unit root
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