Title of article
Generalized least squares estimation for explosive AR(1) processes with conditionally heteroscedastic errors
Author/Authors
S.Y. Hwang، نويسنده , , S. Kim، نويسنده , , S.D. Lee، نويسنده , , I.V. Basawa، نويسنده ,
Issue Information
فصلنامه با شماره پیاپی سال 2007
Pages
10
From page
1439
To page
1448
Keywords
ARCH errors , Explosive AR(1) , Generalized least squares , Martingale
Journal title
Statistics and Probability Letters
Serial Year
2007
Journal title
Statistics and Probability Letters
Record number
141052
Link To Document