Matches in SemOpenAlex for { <https://semopenalex.org/work/W2030257795> ?p ?o ?g. }
Showing items 1 to 71 of
71
with 100 items per page.
- W2030257795 endingPage "996" @default.
- W2030257795 startingPage "990" @default.
- W2030257795 abstract "This paper studies periodic stationarity of a random coefficient periodic autoregression (RCPAR) which generalizes the standard random coefficient autoregressive (RCAR) model to the case where the deterministic parameters and the disturbance variances are periodically time-varying. Sufficient conditions for the existence of a (strictly and second-order) periodically stationary solution to the RCPAR equation are proposed. As an application, we study periodic stationarity of a class of periodic bilinear models and a periodic autoregression with periodic ARCH errors." @default.
- W2030257795 created "2016-06-24" @default.
- W2030257795 creator A5014540607 @default.
- W2030257795 creator A5024101807 @default.
- W2030257795 date "2009-04-01" @default.
- W2030257795 modified "2023-09-26" @default.
- W2030257795 title "Periodic stationarity of random coefficient periodic autoregressions" @default.
- W2030257795 cites W1981131774 @default.
- W2030257795 cites W1986788466 @default.
- W2030257795 cites W2021671116 @default.
- W2030257795 cites W2026580305 @default.
- W2030257795 cites W2028098276 @default.
- W2030257795 cites W2028886195 @default.
- W2030257795 cites W2029120521 @default.
- W2030257795 cites W2038005533 @default.
- W2030257795 cites W2041423907 @default.
- W2030257795 cites W2044667427 @default.
- W2030257795 cites W2078935796 @default.
- W2030257795 cites W2081973846 @default.
- W2030257795 cites W2086605818 @default.
- W2030257795 cites W2091224313 @default.
- W2030257795 cites W2094929800 @default.
- W2030257795 cites W2165807421 @default.
- W2030257795 cites W4242636700 @default.
- W2030257795 cites W4247293064 @default.
- W2030257795 doi "https://doi.org/10.1016/j.spl.2008.12.012" @default.
- W2030257795 hasPublicationYear "2009" @default.
- W2030257795 type Work @default.
- W2030257795 sameAs 2030257795 @default.
- W2030257795 citedByCount "8" @default.
- W2030257795 countsByYear W20302577952012 @default.
- W2030257795 countsByYear W20302577952017 @default.
- W2030257795 countsByYear W20302577952018 @default.
- W2030257795 countsByYear W20302577952019 @default.
- W2030257795 countsByYear W20302577952021 @default.
- W2030257795 crossrefType "journal-article" @default.
- W2030257795 hasAuthorship W2030257795A5014540607 @default.
- W2030257795 hasAuthorship W2030257795A5024101807 @default.
- W2030257795 hasConcept C105795698 @default.
- W2030257795 hasConcept C134306372 @default.
- W2030257795 hasConcept C159877910 @default.
- W2030257795 hasConcept C205203396 @default.
- W2030257795 hasConcept C28826006 @default.
- W2030257795 hasConcept C33923547 @default.
- W2030257795 hasConceptScore W2030257795C105795698 @default.
- W2030257795 hasConceptScore W2030257795C134306372 @default.
- W2030257795 hasConceptScore W2030257795C159877910 @default.
- W2030257795 hasConceptScore W2030257795C205203396 @default.
- W2030257795 hasConceptScore W2030257795C28826006 @default.
- W2030257795 hasConceptScore W2030257795C33923547 @default.
- W2030257795 hasIssue "7" @default.
- W2030257795 hasLocation W20302577951 @default.
- W2030257795 hasOpenAccess W2030257795 @default.
- W2030257795 hasPrimaryLocation W20302577951 @default.
- W2030257795 hasRelatedWork W1714659815 @default.
- W2030257795 hasRelatedWork W180079774 @default.
- W2030257795 hasRelatedWork W1984402488 @default.
- W2030257795 hasRelatedWork W2016550939 @default.
- W2030257795 hasRelatedWork W2022749449 @default.
- W2030257795 hasRelatedWork W2035444983 @default.
- W2030257795 hasRelatedWork W2126008269 @default.
- W2030257795 hasRelatedWork W2261443872 @default.
- W2030257795 hasRelatedWork W2400149916 @default.
- W2030257795 hasRelatedWork W3148292902 @default.
- W2030257795 hasVolume "79" @default.
- W2030257795 isParatext "false" @default.
- W2030257795 isRetracted "false" @default.
- W2030257795 magId "2030257795" @default.
- W2030257795 workType "article" @default.