Comments on the presence of serial correlation in the random coefficients of an autoregressive process
Work
Year: 2020
Type: article
Source: Statistics & Probability Letters
Authors Frédéric Proïa, Marius Soltane
Institutions Laboratoire Angevin de Recherche en Mathématiques, Université d'Angers, Laboratoire de Mathématiques, Le Mans Université
Cites: 17
Cited by: 1
Related to: 10
FWCI: 0.218
Citation percentile (by year/subfield): 49.42
Subfield: Finance
Domain: Social Sciences
Open Access status: bronze