Reference : Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes ...
Scientific journals : Article
Physical, chemical, mathematical & earth Sciences : Mathematics
http://hdl.handle.net/10993/45662
Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes with infinite variance
English
Pilipauskaite, Vytauté mailto [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]
Mar-2020
Advances in Applied Probability
Applied Probability Trust
52
1
237-265
Yes (verified by ORBilu)
International
0001-8678
1475-6064
United Kingdom
http://hdl.handle.net/10993/45662
10.1017/apr.2019.59

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