Joint aggregation of random-coefficient AR(1) processes with common innovations (Q893913)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Joint aggregation of random-coefficient AR(1) processes with common innovations |
scientific article |
Statements
Joint aggregation of random-coefficient AR(1) processes with common innovations (English)
0 references
23 November 2015
0 references
aggregation
0 references
random-coefficient AR(1) process
0 references
intermediate scaling
0 references
0 references
0 references
0 references
