Functional-Coefficient Autoregressive Models
Author:
Affiliation:
1. a Department of Statistics , Texas A&M University , College Station , 77843
2. b Graduate School of Business, University of Chicago , IL , 60637
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/01621459.1993.10594322
Reference25 articles.
1. A new look at the statistical model identification
2. On the use of the deterministic Lyapunov function for the ergodicity of stochastic difference equations
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