On the stationarity of the EAR(2) process: a simulation study

MaRDI QIDQ4902280zbMATHFDO

Authors Georgiana Popovici

Publication date 14 January 2013

zbMATH Keywords

autocorrelation functionautocovariance function

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Probabilistic models, generic numerical methods in probability and statistics (65C20)

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Cited in

(2)

• On the behavior of the AR processes with exponential distribution near the stationarity border: a simulation study
• scientific article; zbMATH DE number 465328 (Why is no real title available?)

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