Asymptotics for the random coefficient first-order autoregressive model with possibly heavy-tailed innovations

• Ke-Ang Fu ^[1] ; Xiaoyong Fu ^[1]
  1. [1] Zhejiang Gongshang University

     Zhejiang Gongshang University

     China

     
• Localización: Journal of computational and applied mathematics, ISSN 0377-0427, Vol. 285, Nº 1 (September 2015), 2015, págs. 116-124
• Idioma: inglés
• DOI: 10.1016/j.cam.2015.02.020
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