On the sample variance of explosive random coefficient autoregressive processes (Q654252)
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scientific article; zbMATH DE number 5992314
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| English | On the sample variance of explosive random coefficient autoregressive processes |
scientific article; zbMATH DE number 5992314 |
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On the sample variance of explosive random coefficient autoregressive processes (English)
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28 December 2011
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second-order stationary
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ARCH
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GARCH
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0.8116611838340759
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0.7819766402244568
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0.7447322010993958
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0.7437120079994202
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0.7378093600273132
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