Unbounded heteroscedasticity in first-order autoregressive models and the Eicker-White asymptotic variance estimator (Q2270348): Difference between revisions
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Revision as of 02:14, 10 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Unbounded heteroscedasticity in first-order autoregressive models and the Eicker-White asymptotic variance estimator |
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Statements
Unbounded heteroscedasticity in first-order autoregressive models and the Eicker-White asymptotic variance estimator (English)
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18 March 2010
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polynomial-like noise variance
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asymptotic variance
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order of variance growth
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Eicker-White variance estimator
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