TEAR1

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TEAR1(α::Float64, dist::UnivariateDistribution)

A struct to define a TEAR(1) process:

\(\qquad X_t = B_t^{(\alpha)} \cdot X_{t-1}+(1-\alpha) \cdot \epsilon_t.\)

dist specifies the distribution of \(\epsilon\) using Distributions.jl.

tear1 = TEAR1(0.5, Normal(0, 1))