Moment conditions for random coefficient AR\((\infty)\) under non-negativity assumptions (Q6128484)
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scientific article; zbMATH DE number 7832682
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moment conditions for random coefficient AR\((\infty)\) under non-negativity assumptions |
scientific article; zbMATH DE number 7832682 |
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Moment conditions for random coefficient AR\((\infty)\) under non-negativity assumptions (English)
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15 April 2024
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heavy tails
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power-law tails
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random coefficient autoregressive model
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second moment method
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stochastic recurrence equations
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