SUBGEOMETRICALLY ERGODIC AUTOREGRESSIONS

DOI10.1017/S0266466620000419WikidataQ114116962 ScholiaQ114116962MaRDI QIDQ5051521

Pentti Saikkonen, Mika Meitz

Publication date: 23 November 2022

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1904.07089

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

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