Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity (Q527995): Difference between revisions
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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)
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12 May 2017
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asymptotic distribution
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autoregression
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conditional heteroskedasticity
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generalized least squares
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least squares
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