Joint aggregation of random-coefficient AR(1) processes with common innovations (Q893913)
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scientific article; zbMATH DE number 6512835
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| English | Joint aggregation of random-coefficient AR(1) processes with common innovations |
scientific article; zbMATH DE number 6512835 |
Statements
Joint aggregation of random-coefficient AR(1) processes with common innovations (English)
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23 November 2015
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aggregation
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random-coefficient AR(1) process
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intermediate scaling
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0.924182951450348
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0.9024456143379213
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0.8469430804252625
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0.8437113761901855
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0.8384069800376892
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