QAR1(α::Float64, dist::UnivariateDistribution)QAR1
Notedocblock
A struct to define a QAR(1) (quadratic AR) process:
\(\qquad X_t=\alpha \cdot X_{t-1}^2+\epsilon_t.\)
dist specifies the distribution of \(\epsilon\) using Distributions.jl.
qar1 = QAR1(0.5, Normal(0, 1))