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
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
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Measures of association (correlation, canonical correlation, etc.) (62H20)
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Cites Work
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