Asymptotic inference for a nonstationary double AR(1) model
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Publication:3631495
DOI10.1093/biomet/asm084zbMath1437.62533MaRDI QIDQ3631495
Publication date: 10 June 2009
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/69620419883c8ea3cdc0353ca63f62f295215c8f
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62E20: Asymptotic distribution theory in statistics
62P10: Applications of statistics to biology and medical sciences; meta analysis
62F10: Point estimation
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