Random Coefficient Autoregression, Regime Switching and Long Memory. Leipus, R. & Surgailis, D. Advances in Applied Probability, 35(3):737–754, September, 2003. Paper doi bibtex @Article{Leipus:2003:RCA,
author = "Remigijus Leipus and Donatas Surgailis",
title = "Random Coefficient Autoregression, Regime Switching
and Long Memory",
journal = j-ADV-APPL-PROB,
volume = "35",
number = "3",
pages = "737--754",
month = sep,
year = "2003",
CODEN = "AAPBBD",
DOI = "https://doi.org/10.2307/1428216",
ISSN = "0001-8678 (print), 1475-6064 (electronic)",
ISSN-L = "0001-8678",
bibdate = "Sat May 3 07:42:47 MDT 2014",
bibsource = "http://www.jstor.org/stable/i262339;
http://www.math.utah.edu/pub/tex/bib/advapplprob.bib",
URL = "http://www.jstor.org/stable/1428216",
acknowledgement = ack-nhfb,
ajournal = "Adv. Appl. Probab.",
fjournal = "Advances in Applied Probability",
journal-URL = "http://www.jstor.org/journals/00018678.html",
}
Downloads: 0
{"_id":"F9gwdNf2brD6XrE6e","bibbaseid":"leipus-surgailis-randomcoefficientautoregressionregimeswitchingandlongmemory-2003","author_short":["Leipus, R.","Surgailis, D."],"bibdata":{"bibtype":"article","type":"article","author":[{"firstnames":["Remigijus"],"propositions":[],"lastnames":["Leipus"],"suffixes":[]},{"firstnames":["Donatas"],"propositions":[],"lastnames":["Surgailis"],"suffixes":[]}],"title":"Random Coefficient Autoregression, Regime Switching and Long Memory","journal":"Advances in Applied Probability","volume":"35","number":"3","pages":"737–754","month":"September","year":"2003","coden":"AAPBBD","doi":"https://doi.org/10.2307/1428216","issn":"0001-8678 (print), 1475-6064 (electronic)","issn-l":"0001-8678","bibdate":"Sat May 3 07:42:47 MDT 2014","bibsource":"http://www.jstor.org/stable/i262339; http://www.math.utah.edu/pub/tex/bib/advapplprob.bib","url":"http://www.jstor.org/stable/1428216","acknowledgement":"Nelson H. F. Beebe, University of Utah, Department of Mathematics, 110 LCB, 155 S 1400 E RM 233, Salt Lake City, UT 84112-0090, USA, Tel: +1 801 581 5254, FAX: +1 801 585 1640, +1 801 581 4148, e-mail: \\path|beebe@math.utah.edu|, \\path|beebe@acm.org|, \\path|beebe@computer.org| (Internet), URL: \\path|http://www.math.utah.edu/ beebe/|","ajournal":"Adv. Appl. Probab.","fjournal":"Advances in Applied Probability","journal-url":"http://www.jstor.org/journals/00018678.html","bibtex":"@Article{Leipus:2003:RCA,\n author = \"Remigijus Leipus and Donatas Surgailis\",\n title = \"Random Coefficient Autoregression, Regime Switching\n and Long Memory\",\n journal = j-ADV-APPL-PROB,\n volume = \"35\",\n number = \"3\",\n pages = \"737--754\",\n month = sep,\n year = \"2003\",\n CODEN = \"AAPBBD\",\n DOI = \"https://doi.org/10.2307/1428216\",\n ISSN = \"0001-8678 (print), 1475-6064 (electronic)\",\n ISSN-L = \"0001-8678\",\n bibdate = \"Sat May 3 07:42:47 MDT 2014\",\n bibsource = \"http://www.jstor.org/stable/i262339;\n http://www.math.utah.edu/pub/tex/bib/advapplprob.bib\",\n URL = \"http://www.jstor.org/stable/1428216\",\n acknowledgement = ack-nhfb,\n ajournal = \"Adv. Appl. Probab.\",\n fjournal = \"Advances in Applied Probability\",\n journal-URL = \"http://www.jstor.org/journals/00018678.html\",\n}\n\n","author_short":["Leipus, R.","Surgailis, D."],"key":"Leipus:2003:RCA","id":"Leipus:2003:RCA","bibbaseid":"leipus-surgailis-randomcoefficientautoregressionregimeswitchingandlongmemory-2003","role":"author","urls":{"Paper":"http://www.jstor.org/stable/1428216"},"metadata":{"authorlinks":{}},"html":""},"bibtype":"article","biburl":"http://ftp.math.utah.edu/pub/tex/bib/advapplprob.bib","dataSources":["8DKZik2cWsn9Xkr7S"],"keywords":[],"search_terms":["random","coefficient","autoregression","regime","switching","long","memory","leipus","surgailis"],"title":"Random Coefficient Autoregression, Regime Switching and Long Memory","year":2003}