Measures of Dependence for Stable AR(1) Models with Time-Varying Coefficients
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Publication:5454669
DOI10.1080/15326340701826906zbMath1135.60028MaRDI QIDQ5454669
Agnieszka Wyłomańska, Joanna Nowicka-Zagrajek
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
60H35: Computational methods for stochastic equations (aspects of stochastic analysis)
60G52: Stable stochastic processes
90B70: Theory of organizations, manpower planning in operations research
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