Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes with infinite variance (Q3298819)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes with infinite variance |
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Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes with infinite variance (English)
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16 July 2020
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autoregressive model
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panel data
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mixture distribution
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infinite variance
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long-range dependence
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scaling transition
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Poisson random measure
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asymptotic self-similarity
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