Asymptotic Inference in the Random Coefficient Autoregressive Model with Time-functional Variance Noises.

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Bibliographic Details
Title: Asymptotic Inference in the Random Coefficient Autoregressive Model with Time-functional Variance Noises.
Authors: Zhu, En-wen1 (AUTHOR) zhuenwen@csust.edu.cn, Deng, Zi-wei1 (AUTHOR), Zhang, Han-jun2 (AUTHOR), Cao, Jun1 (AUTHOR), Liu, Xiao-hui3 (AUTHOR)
Source: Acta Mathematicae Applicatae Sinica. Apr2024, Vol. 40 Issue 2, p320-346. 27p.
Database: Mathematics Source
Description
ISSN:01689673
DOI:10.1007/s10255-024-1072-0