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~isPartOf:"Journal of Time Series Analysis"
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Journal of Time Series Analysis
Série des documents de travail / Centre de Recherche en Économie et Statistique
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Working paper / Department of Econometrics and Business Statistics, Monash University
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33rd Seminar of the European Group of Risk and Insurance Economist 18 - 20 September 2006 Barcelona
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Estimating Long Memory in Panel Random‐Coefficient AR(1) Data
Leipus, Remigijus
;
Philippe, Anne
;
Pilipauskaitė, Vytautė
- In:
Journal of Time Series Analysis
41
(
2020
)
4
,
pp. 520-535
Persistent link: https://www.econbiz.de/10012192371
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CONTEMPORANEOUS AGGREGATION OF TRIANGULAR ARRAY OF RANDOM-COEFFICIENT AR(1) PROCESSES
Philippe, Anne
;
Puplinskaite, Donata
;
Surgailis, Donatas
- In:
Journal of Time Series Analysis
35
(
2014
)
1
,
pp. 16-39
Persistent link: https://www.econbiz.de/10010722427
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