Double AR model without intercept: An alternative to modeling nonstationarity and heteroscedasticity (Q5860916)

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scientific article; zbMATH DE number 7484457
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Double AR model without intercept: An alternative to modeling nonstationarity and heteroscedasticity
scientific article; zbMATH DE number 7484457

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    Double AR model without intercept: An alternative to modeling nonstationarity and heteroscedasticity (English)
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    4 March 2022
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    DAR model
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    DARWIN model
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    geometric Brownian motion
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    heteroscedasticity
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    Lyapunov exponent
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    nonstationary time series
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    ordinary oscillation
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    quasi-maximum likelihood estimation
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