Heteroscedasticity-robust estimation of autocorrelation (Q5085929)
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scientific article; zbMATH DE number 7551054
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Heteroscedasticity-robust estimation of autocorrelation |
scientific article; zbMATH DE number 7551054 |
Statements
Heteroscedasticity-robust estimation of autocorrelation (English)
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30 June 2022
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truncated Cauchy distribution
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location parameter
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bias correction
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serial correlation
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return series
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