Sample path properties of an explosive double autoregressive model (Q5862481)
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scientific article; zbMATH DE number 7486300
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sample path properties of an explosive double autoregressive model |
scientific article; zbMATH DE number 7486300 |
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Sample path properties of an explosive double autoregressive model (English)
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9 March 2022
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double AR model
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explosion
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geometric Brownian motion
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Lyapunov exponent
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nonstationarity
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random coefficient AR model
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