Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity (Q527995): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q174854 |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 00:32, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity |
scientific article |
Statements
Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity (English)
0 references
12 May 2017
0 references
asymptotic distribution
0 references
autoregression
0 references
conditional heteroskedasticity
0 references
generalized least squares
0 references
least squares
0 references
