Measures of Dependence for Stable AR(1) Models with Time-Varying Coefficients
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Publication:5454669
DOI10.1080/15326340701826906zbMath1135.60028OpenAlexW2082617057MaRDI QIDQ5454669
Joanna Nowicka-Zagrajek, Agnieszka Wyłomańska
Publication date: 31 March 2008
Published in: Stochastic Models (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/15326340701826906
Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Stable stochastic processes (60G52) Theory of organizations, manpower planning in operations research (90B70)
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