Maximal number of successors in a NGINAR(1) process

MaRDI QIDQ6156815zbMATH OpenFDO

Authors Pavlina Jordanova, Ivan K. Mitov

Publication date 16 June 2023

Full work available at URL http://www.math.bas.bg/~pliska/Pliska-20/Pliska-20-2011-109-120.pdf

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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