On the construction of stationary AR(1) models via random distributions

DOI10.1080/02331880802259391zbMath1278.62141MaRDI QIDQ3396484

Ramsés H. Mena, Stephen G. Walker, Alberto Contreras-Cristán

Publication date: 18 September 2009

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880802259391

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

60G10: Stationary stochastic processes

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