Random-coefficient periodic autoregressions

DOI10.1111/J.1467-9574.2010.00477.XMaRDI QIDQ6573444

Richard Paap, Philip Hans Franses

Publication date: 16 July 2024

Published in: Statistica Neerlandica (Search for Journal in Brave)

zbMATH Keywords

random-coefficient modelperiodic autoregression

Mathematics Subject Classification ID

Statistics (62-XX) Applications of statistics (62Pxx) Inference from stochastic processes (62Mxx)

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