Matches in SemOpenAlex for { <https://semopenalex.org/work/W1986863356> ?p ?o ?g. }
Showing items 1 to 90 of
90
with 100 items per page.
- W1986863356 abstract "We investigate a stationary random coefficient autoregressive process. Using renewal type arguments tailor-made for such processes, we show that the stationary distribution has a power-law tail. When the model is normal, we show that the model is in distribution equivalent to an autoregressive process with ARCH errors. Hence, we obtain the tail behavior of any such model of arbitrary order." @default.
- W1986863356 created "2016-06-24" @default.
- W1986863356 creator A5027530750 @default.
- W1986863356 creator A5029091099 @default.
- W1986863356 date "2004-05-01" @default.
- W1986863356 modified "2023-09-26" @default.
- W1986863356 title "The tail of the stationary distribution of a random coefficient AR(q) model" @default.
- W1986863356 cites W1594572042 @default.
- W1986863356 cites W1974159558 @default.
- W1986863356 cites W1980086179 @default.
- W1986863356 cites W1995713768 @default.
- W1986863356 cites W2005924742 @default.
- W1986863356 cites W2035995445 @default.
- W1986863356 cites W2039898347 @default.
- W1986863356 cites W2040953615 @default.
- W1986863356 cites W2045680885 @default.
- W1986863356 cites W2077589171 @default.
- W1986863356 cites W2092222806 @default.
- W1986863356 cites W2110617809 @default.
- W1986863356 cites W2159845388 @default.
- W1986863356 cites W4293282250 @default.
- W1986863356 cites W4296995007 @default.
- W1986863356 cites W43328240 @default.
- W1986863356 doi "https://doi.org/10.1214/105051604000000189" @default.
- W1986863356 hasPublicationYear "2004" @default.
- W1986863356 type Work @default.
- W1986863356 sameAs 1986863356 @default.
- W1986863356 citedByCount "54" @default.
- W1986863356 countsByYear W19868633562012 @default.
- W1986863356 countsByYear W19868633562014 @default.
- W1986863356 countsByYear W19868633562015 @default.
- W1986863356 countsByYear W19868633562016 @default.
- W1986863356 countsByYear W19868633562018 @default.
- W1986863356 countsByYear W19868633562019 @default.
- W1986863356 countsByYear W19868633562020 @default.
- W1986863356 countsByYear W19868633562021 @default.
- W1986863356 countsByYear W19868633562022 @default.
- W1986863356 crossrefType "journal-article" @default.
- W1986863356 hasAuthorship W1986863356A5027530750 @default.
- W1986863356 hasAuthorship W1986863356A5029091099 @default.
- W1986863356 hasBestOaLocation W19868633561 @default.
- W1986863356 hasConcept C105795698 @default.
- W1986863356 hasConcept C110121322 @default.
- W1986863356 hasConcept C110405555 @default.
- W1986863356 hasConcept C11312509 @default.
- W1986863356 hasConcept C121332964 @default.
- W1986863356 hasConcept C121864883 @default.
- W1986863356 hasConcept C127413603 @default.
- W1986863356 hasConcept C134306372 @default.
- W1986863356 hasConcept C147176958 @default.
- W1986863356 hasConcept C159877910 @default.
- W1986863356 hasConcept C28826006 @default.
- W1986863356 hasConcept C33923547 @default.
- W1986863356 hasConcept C98763669 @default.
- W1986863356 hasConcept C98951983 @default.
- W1986863356 hasConceptScore W1986863356C105795698 @default.
- W1986863356 hasConceptScore W1986863356C110121322 @default.
- W1986863356 hasConceptScore W1986863356C110405555 @default.
- W1986863356 hasConceptScore W1986863356C11312509 @default.
- W1986863356 hasConceptScore W1986863356C121332964 @default.
- W1986863356 hasConceptScore W1986863356C121864883 @default.
- W1986863356 hasConceptScore W1986863356C127413603 @default.
- W1986863356 hasConceptScore W1986863356C134306372 @default.
- W1986863356 hasConceptScore W1986863356C147176958 @default.
- W1986863356 hasConceptScore W1986863356C159877910 @default.
- W1986863356 hasConceptScore W1986863356C28826006 @default.
- W1986863356 hasConceptScore W1986863356C33923547 @default.
- W1986863356 hasConceptScore W1986863356C98763669 @default.
- W1986863356 hasConceptScore W1986863356C98951983 @default.
- W1986863356 hasIssue "2" @default.
- W1986863356 hasLocation W19868633561 @default.
- W1986863356 hasLocation W19868633562 @default.
- W1986863356 hasLocation W19868633563 @default.
- W1986863356 hasOpenAccess W1986863356 @default.
- W1986863356 hasPrimaryLocation W19868633561 @default.
- W1986863356 hasRelatedWork W1530496860 @default.
- W1986863356 hasRelatedWork W1914388985 @default.
- W1986863356 hasRelatedWork W1977802384 @default.
- W1986863356 hasRelatedWork W202101172 @default.
- W1986863356 hasRelatedWork W2024181719 @default.
- W1986863356 hasRelatedWork W2028837685 @default.
- W1986863356 hasRelatedWork W2035444983 @default.
- W1986863356 hasRelatedWork W2121006487 @default.
- W1986863356 hasRelatedWork W3147276099 @default.
- W1986863356 hasRelatedWork W809330864 @default.
- W1986863356 hasVolume "14" @default.
- W1986863356 isParatext "false" @default.
- W1986863356 isRetracted "false" @default.
- W1986863356 magId "1986863356" @default.
- W1986863356 workType "article" @default.