Generalized least squares estimation for explosive AR(1) processes with conditionally heteroscedastic errors (Q2467376)
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scientific article; zbMATH DE number 5228830
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| English | Generalized least squares estimation for explosive AR(1) processes with conditionally heteroscedastic errors |
scientific article; zbMATH DE number 5228830 |
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Generalized least squares estimation for explosive AR(1) processes with conditionally heteroscedastic errors (English)
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21 January 2008
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ARCH errors
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generalized least squares
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martingales
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0.827941358089447
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0.8151710033416748
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0.8114514350891113
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0.8057703375816345
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