First‐Order Autoregressive Processes with Heterogeneous Persistence (Q4828156)
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scientific article; zbMATH DE number 2118718
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | First‐Order Autoregressive Processes with Heterogeneous Persistence |
scientific article; zbMATH DE number 2118718 |
Statements
First‐Order Autoregressive Processes with Heterogeneous Persistence (English)
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24 November 2004
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canonical analysis
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stochastic parameter
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time deformation
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identification
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