مرکز منطقه ای اطلاع رساني علوم و فناوري - Generalized least squares estimation for explosive AR(1) processes with conditionally heteroscedastic errors

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 :

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 :