Adaptive estimation of autoregressive models with time-varying variances
| Year of publication: |
2008
|
|---|---|
| Authors: | Xu, Ke-Li ; Phillips, Peter C.B. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 142.2008, 1, p. 265-280
|
| Publisher: |
Elsevier |