Stochastic stability for linear autoregressive model with Gaussian innovations

Statistics & Probability Letters 2026

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Authors: Ling-Di Wang, Yu Chen, Yong-Hua Mao, Yuhui Zhang
DOI: 10.1016/j.spl.2026.110656
Cited by: 1
References: 9

Fields of Study & Subjects

Statistical Methods and Inference Financial Risk and Volatility Modeling Gaussian Processes and Bayesian Inference

Publication details

Journal / source
Statistics & Probability Letters
Publisher
Elsevier BV
Volume
232
Pages
110656–110656
Publication date
15 January 2026
Language
EN