On the sample variance of explosive random coefficient autoregressive processes (Q654252): Difference between revisions

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+TESTING FOR THE RANDOMNESS OF AUTOREGRESSIVE COEFFICIENTS
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Explosive Random‐Coefficient AR(1) Processes and Related Asymptotics for Least‐Squares Estimation
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+Modelling the persistence of conditional variances
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+STRUCTURAL CHANGE IN AR(1) MODELS
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+RCA models with correlated errors
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+Estimating the differencing parameter via the partial autocorrelation function
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