RANDOM COEFFICIENT AUTOREGRESSIVE PROCESSES:A MARKOV CHAIN ANALYSIS OF STATIONARITY AND FINITENESS OF MOMENTS

Paul D. Feigin, Richard L. Tweedie

Type: Article

Publication Date: 1985-01-01

Citations: 214

DOI: https://doi.org/10.1111/j.1467-9892.1985.tb00394.x

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Journal of Time Series Analysis - View

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