Subgeometrically Ergodic Autoregressions
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- Mika Meitz & Pentti Saikkonen, 2019. "Subgeometrically ergodic autoregressions," Papers 1904.07089, arXiv.org, revised Mar 2020.
References listed on IDEAS
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- Mika Meitz & Pentti Saikkonen, 2022. "Subgeometrically ergodic autoregressions with autoregressive conditional heteroskedasticity," Papers 2205.11953, arXiv.org, revised Apr 2023.
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