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Article (Scientific journals)
Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes with infinite variance
PILIPAUSKAITE, Vytauté; Skorniakov, Viktor; Surgailis, Donatas
2020 • In Advances in Applied Probability, 52 (1), p. 237-265
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https://hdl.handle.net/10993/45662
DOI
10.1017/apr.2019.59
 

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Disciplines :
Mathematics
Author, co-author :
PILIPAUSKAITE, Vytauté ;  University of Luxembourg > Faculty of Science, Technology and Medicine (FSTM) > Department of Mathematics (DMATH)
Skorniakov, Viktor;  Vilnius University > Faculty of Mathematics and Informatics
Surgailis, Donatas;  Vilnius University > Faculty of Mathematics and Informatics
External co-authors :
yes
Language :
English
Title :
Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes with infinite variance
Publication date :
March 2020
Journal title :
Advances in Applied Probability
ISSN :
0001-8678
eISSN :
1475-6064
Publisher :
Applied Probability Trust, United Kingdom
Volume :
52
Issue :
1
Pages :
237-265
Peer reviewed :
Peer Reviewed verified by ORBi
Available on ORBilu :
since 19 January 2021

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