Limit theory for explosive autoregression under conditional heteroskedasticity (Q1642735)
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scientific article; zbMATH DE number 6890157
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit theory for explosive autoregression under conditional heteroskedasticity |
scientific article; zbMATH DE number 6890157 |
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Limit theory for explosive autoregression under conditional heteroskedasticity (English)
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15 June 2018
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autoregression
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asymptotics
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conditional heteroskedasticity
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generalized least squares
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explosive process
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