Joint aggregation of random-coefficient AR(1) processes with common innovations (Q893913)
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scientific article; zbMATH DE number 6512835
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Joint aggregation of random-coefficient AR(1) processes with common innovations |
scientific article; zbMATH DE number 6512835 |
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Joint aggregation of random-coefficient AR(1) processes with common innovations (English)
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23 November 2015
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aggregation
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random-coefficient AR(1) process
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intermediate scaling
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