Limit theory for an AR(1) model with intercept and a possible infinite variance
Crossref DOI link: https://doi.org/10.1007/s13226-023-00506-y
Published Online: 2023-11-13
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Liu, Qing
Xia, Chiyu
Liu, Xiaohui http://orcid.org/0000-0002-5168-4153
Funding for this research was provided by:
NSF of China (11601197)
Text and Data Mining valid from 2023-11-13
Version of Record valid from 2023-11-13
Article History
Received: 11 January 2022
Accepted: 10 October 2023
First Online: 13 November 2023