scientific article; zbMATH DE number 2052889

zbMATH Open1186.62107MaRDI QIDQ4454520FDOQ4454520

Hana Janečková

Publication date: 8 March 2004

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

Title of this publication is not available (Why is that?)

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zbMATH Keywords

heteroscedasticityautoregressionmartingale differencesrandom coefficients

Mathematics Subject Classification ID

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

Cited In (4)

• CWLS and ML estimates in a heteroscedastic RCA(1) model
• Asymptotic Inference in the Random Coefficient Autoregressive Model with Time-functional Variance Noises
• Title not available (Why is that?)
• Title not available (Why is that?)

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