Asymptotic Properties of OLS Estimates in Autoregressions with Bounded or Slowly Growing Deterministic Trends
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Publication:5201508
DOI10.1080/03610920500476549zbMath1101.62076MaRDI QIDQ5201508
Publication date: 19 April 2006
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://mpra.ub.uni-muenchen.de/18448/1/MPRA_paper_18448.pdf
62F12: Asymptotic properties of parametric estimators
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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