The Asymptotic Properties of AR(1) Process with the Occasionally Changing AR Coefficient
| Year of publication: |
2006
|
|---|---|
| Authors: | Hwang, Soosung ; Chu, Ba |
| Institutions: | Financial Econometrics Research Centre, Warwick Business School |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10004981116