Work

Inference on nonstationary heavy‐tailed AR processes via model selection

Year: 2024

Type: article

Source: Journal of Time Series Analysis

DOI: 10.1111/jtsa.12798

Authors: Feifei Guo, Rui She, Yaxing Yang

Institutions: Beijing Institute of Technology, Southwestern University of Finance and Economics, Xiamen University

Language: English

Topic: Statistical Methods and Inference

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: closed

Funder: National Natural Science Foundation of China

Awards: G628315922, G8868889993, G8871419754

OpenAlex ID: W4404546770

FWCI:

Cites: 44

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Related to: 10