Q3780320 (Q3780320): Difference between revisions
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Latest revision as of 13:39, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article |
Statements
1988
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p-th order autoregressive process
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series representation
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ergodic properties
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first order ARCH errors
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consistency
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asymptotic normality
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maximum likelihood estimators
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least squares estimator
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estimated generalized least squares estimator
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invariance of Dickey and Fuller test for nonstationarity
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