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Random coefficient continuous systems: testing for extreme sample path behavior - MaRDI portal

Random coefficient continuous systems: testing for extreme sample path behavior (Q1740293)

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scientific article; zbMATH DE number 7049035
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Random coefficient continuous systems: testing for extreme sample path behavior
scientific article; zbMATH DE number 7049035

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    Random coefficient continuous systems: testing for extreme sample path behavior (English)
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    30 April 2019
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    continuous-time models
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    explosive path
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    extreme behavior
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    random coefficient autoregression
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    infill asymptotics
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    bubble testing
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