No label defined (Q3780320)
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scientific article; zbMATH DE number 4043108
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| English | No label defined |
scientific article; zbMATH DE number 4043108 |
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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0.9357851
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0.9096036
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0.9059192
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0.90365595
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