Explosive Random‐Coefficient AR(1) Processes and Related Asymptotics for Least‐Squares Estimation
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Publication:5487364
DOI10.1111/j.1467-9892.2005.00432.xzbMath1097.62081OpenAlexW1963804747MaRDI QIDQ5487364
Sun Young Hwang, Ishwar V. Basawa
Publication date: 19 September 2006
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.2005.00432.x
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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