scientific article; zbMATH DE number 2052889

MaRDI QIDQ4454520zbMATH OpenFDO

Authors Hana Janečková

Publication date 8 March 2004

Full work available at URL https://eudml.org/doc/246705

zbMATH Keywords

heteroscedasticityautoregressionmartingale differencesrandom coefficients

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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(4)

• Estimation of variances in a heteroscedastic RCA(1) model.
• Asymptotic Inference in the Random Coefficient Autoregressive Model with Time-functional Variance Noises
• CWLS and ML estimates in a heteroscedastic RCA(1) model
• scientific article; zbMATH DE number 6026913 (Why is no real title available?)

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