Double AR model without intercept: An alternative to modeling nonstationarity and heteroscedasticity (Q5860916)
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scientific article; zbMATH DE number 7484457
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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