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Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes with infinite variance

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  • Vytaute Pilipauskaite
  • ,
  • Viktor Skorniakov, Vilnius University
  • ,
  • Donatas Surgailis, Vilnius University
Original languageEnglish
JournalAdvances in Applied Probability
Volume52
Issue1
Pages (from-to)237-265
Number of pages29
ISSN0001-8678
DOIs
Publication statusPublished - Mar 2020

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