Random coefficient autoregression, regime switching and long memory

Authors
Leipus, Remigijus Surgailis, Donatas
Citation
Leipus, Remigijus et Surgailis, Donatas, Random coefficient autoregression, regime switching and long memory, Advances in applied probability , 35(2), 2003, pp. 737-754
Journal title
Advances in applied probability → ACNP
ISSN journal
00018678
Volume
35
Issue
2
Year of publication
2003
Pages
737 - 754
Database
ACNP
SICI code