Limit theory for random coefficient autoregressive process under possibly infinite variance error sequence (Q5739174)
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scientific article; zbMATH DE number 6603645
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit theory for random coefficient autoregressive process under possibly infinite variance error sequence |
scientific article; zbMATH DE number 6603645 |
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Limit theory for random coefficient autoregressive process under possibly infinite variance error sequence (English)
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15 July 2016
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autoregressive process
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random coefficients
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asymptotic normality
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