The Stability of Random Coefficient Autoregressive Models
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Publication:3953044
DOI10.2307/2526173zbMath0491.62081MaRDI 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
necessary and sufficient condition; multivariate models; stability of random coefficient autoregressive models
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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