Aggregation of a random-coefficient ar(1) process with infinite variance and idiosyncratic innovations (Q3578042)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Aggregation of a random-coefficient ar(1) process with infinite variance and idiosyncratic innovations |
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Aggregation of a random-coefficient ar(1) process with infinite variance and idiosyncratic innovations (English)
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13 July 2010
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aggregation
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random-coefficient AR(1) process
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infinite variance
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mixed stable moving average
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codifference
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self-similar process
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long memory
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