Model identification for infinite variance autoregressive processes
Year of publication: |
2013
|
---|---|
Authors: | Andrews, Beth ; Davis, Richard A. |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 172.2013, 2, p. 222-234
|
Publisher: |
Elsevier |
Subject: | Akaike’s information criterion | All-pass models | Autoregressive processes | Infinite variance | Noncausal |
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