Median-unbiased Estimation and Exact Inference Methods for First-order Autoregressive Models with Conditional Heteroscedasticity of Unknown Form (Q3440744)
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scientific article; zbMATH DE number 5158738
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| English | Median-unbiased Estimation and Exact Inference Methods for First-order Autoregressive Models with Conditional Heteroscedasticity of Unknown Form |
scientific article; zbMATH DE number 5158738 |
Statements
Median-unbiased Estimation and Exact Inference Methods for First-order Autoregressive Models with Conditional Heteroscedasticity of Unknown Form (English)
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29 May 2007
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median-unbiased estimation
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exact inference methods
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first-order autoregressive models
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conditional heteroscedasticity
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random walk
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0.9539465
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0.9424156
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0.8870771
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0.8819159
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0.88031083
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