Comments on the presence of serial correlation in the random coefficients of an autoregressive process

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Publication:2657974

DOI10.1016/j.spl.2020.108988zbMath1461.62161arXiv2005.13951OpenAlexW3095190490MaRDI QIDQ2657974

M. Soltane, Frédéric Proïa

Publication date: 18 March 2021

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2005.13951




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