Stationarity Condition For Ar Index Process
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Cited by:
- Preve, Daniel, 2015.
"Linear programming-based estimators in nonnegative autoregression,"
Journal of Banking & Finance, Elsevier, vol. 61(S2), pages 225-234.
- Daniel Preve, "undated". "Linear programming-based estimators in nonnegative autoregression," GRU Working Paper Series GRU_2016_001, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Varsha S. Kulkarni, 2021. "A Theoretical Analysis of the Stationarity of an Unrestricted Autoregression Process," Papers 2108.09083, arXiv.org.
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