Unbounded heteroscedasticity in first-order autoregressive models and the Eicker-White asymptotic variance estimator (Q2270348)
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scientific article; zbMATH DE number 5682980
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| English | Unbounded heteroscedasticity in first-order autoregressive models and the Eicker-White asymptotic variance estimator |
scientific article; zbMATH DE number 5682980 |
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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0.7740666270256042
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0.769111156463623
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0.7558911442756653
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0.7551690936088562
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0.7516987323760986
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