NON‐NEGATIVE AUTOREGRESSIVE MODELS
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Publication:4696581
DOI10.1111/j.1467-9892.1992.tb00108.xzbMath0767.62070OpenAlexW2076597506MaRDI QIDQ4696581
Publication date: 29 June 1993
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.1992.tb00108.x
lower boundstrongly consistent estimatorsindependent identically distributed non-negative variablesstationary non-degenerative solutionstationary non-negative autoregressive model
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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