The Stability of Random Coefficient Autoregressive Models

DOI10.2307/2526173zbMath0491.62081OpenAlexW1992562347MaRDI QIDQ3953044

D. F. Nicholls, Barry G. Quinn

Publication date: 1981

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2526173

zbMATH Keywords

necessary and sufficient conditionmultivariate modelsstability of random coefficient autoregressive models

Mathematics Subject Classification ID

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

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