Autoregressive models with time-dependent coefficients a comparison between several approaches

Rajae Azrak, Guy Mélard

Year of publication:	[2017]
Authors:	Azrak, Rajae ; Mélard, Guy
Publisher:	Brussels, Belgium : ECARES
Subject:	Nonstationary process \| time series \| time-dependent model \| time-varying model \| p-mixing property \| locally stationary processes \| Zeitreihenanalyse \| Time series analysis \| Theorie \| Theory \| Stochastischer Prozess \| Stochastic process \| Autokorrelation \| Autocorrelation

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