Asymptotic inference for unit root processes with GARCH(1,1) errors (Q4561968)
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scientific article; zbMATH DE number 6993499
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| English | Asymptotic inference for unit root processes with GARCH(1,1) errors |
scientific article; zbMATH DE number 6993499 |
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ASYMPTOTIC INFERENCE FOR UNIT ROOT PROCESSES WITH GARCH(1,1) ERRORS (English)
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14 December 2018
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0.8595147728919983
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0.84151691198349
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0.8365235924720764
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0.8345295190811157
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