Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes with infinite variance

Reference : Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes ...


	Document type :	Scientific journals : Article
	Discipline(s) :	Physical, chemical, mathematical & earth Sciences : Mathematics
	To cite this reference:	http://hdl.handle.net/10993/45662

Title :	Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes with infinite variance
Language :	English
Author, co-author :	Pilipauskaite, Vytauté [University of Luxembourg > Faculty of Science, Technology and Medicine (FSTM) > Department of Mathematics (DMATH) >]
	Skorniakov, Viktor [Vilnius University > Faculty of Mathematics and Informatics]
	Surgailis, Donatas [Vilnius University > Faculty of Mathematics and Informatics]
Publication date :	Mar-2020
Journal title :	Advances in Applied Probability
Publisher :	Applied Probability Trust
Volume :	52
Issue/season :	1
Pages :	237-265
Peer reviewed :	Yes (verified by ORBi^lu)
Audience :	International
ISSN :	0001-8678
e-ISSN :	1475-6064
Country :	United Kingdom
Permalink :	http://hdl.handle.net/10993/45662
DOI :	10.1017/apr.2019.59

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