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Moment conditions for random coefficient AR($\infty$) under non-negativity assumptions

Fuente: arXiv

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Bibliographic Details
Main Authors:	Maillard, Pascal, Wintenberger, Olivier
Format:	Preprint
Published:	2022
Subjects:	Probability 60G70 (Primary) 39A50, 60F25, 60G10, 60H25, 62M10 (Secondary)
Online Access:	Acceder al recurso
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