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Limit theory for random coefficient autoregressive process under possibly infinite variance error sequence
Department of Mathematics, Zhejiang University, Hangzhou, China.
Department of Mathematics, Zhejiang University, Hangzhou, China.
2016 (English)In: Communications in Statistics - Theory and Methods, ISSN 0361-0926, E-ISSN 1532-415X, Vol. 45, no 12, 3562-3576 p.Article in journal (Refereed) Published
Place, publisher, year, edition, pages
2016. Vol. 45, no 12, 3562-3576 p.
Keyword [en]
Asymptotic normality, Possibly infinite variance, Random coefficient autoregressive
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:umu:diva-127073DOI: 10.1080/03610926.2014.904354OAI: oai:DiVA.org:umu-127073DiVA: diva2:1040587
Available from: 2016-10-28 Created: 2016-10-28 Last updated: 2016-10-28Bibliographically approved

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Zhou, Zhiyong
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