Random products and product auto-regression

DOI10.2298/FIL1307197BzbMath1349.62392OpenAlexW2139134700MaRDI QIDQ5259499

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Publication date: 26 June 2015

Published in: Filomat (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2298/fil1307197b

zbMATH Keywords

stabilityautoregressive processconditional least squaresrandom productslog-gamma

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (1)

Uniform convergence of estimator for nonparametric regression with dependent data

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