On geometric recurrence for time-inhomogeneous autoregression
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Publication:6110890
DOI10.15559/23-vmsta228OpenAlexW4372060640MaRDI QIDQ6110890
Publication date: 2 August 2023
Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.15559/23-vmsta228
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Renewal theory (60K05)
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