On the sample variance of explosive random coefficient autoregressive processes (Q654252)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On the sample variance of explosive random coefficient autoregressive processes |
scientific article; zbMATH DE number 5992314
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the sample variance of explosive random coefficient autoregressive processes |
scientific article; zbMATH DE number 5992314 |
Statements
On the sample variance of explosive random coefficient autoregressive processes (English)
0 references
28 December 2011
0 references
second-order stationary
0 references
ARCH
0 references
GARCH
0 references
0 references
0 references
