NON‐STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE PROCESSES WITH INFINITE VARIANCE

Dankit Nassiuma

Journal of Time Series Analysis, 1993, vol. 14, issue 3, 297-304

Abstract: Abstract. In this paper we discuss some properties of non‐stationary autoregressive moving‐average processes with Λ‐stationary (0

Date: 1993
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https://doi.org/10.1111/j.1467-9892.1993.tb00146.x

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Persistent link: https://EconPapers.repec.org/RePEc:bla:jtsera:v:14:y:1993:i:3:p:297-304

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