Subgeometrically ergodic autoregressions with autoregressive conditional heteroskedasticity
Mika Meitz, Pentti Saikkonen
| Year of publication: |
2025
|
|---|---|
| Authors: | Meitz, Mika ; Saikkonen, Pentti |
| Subject: | Schätztheorie | Estimation theory | ARCH-Modell | ARCH model | Autokorrelation | Autocorrelation | Heteroskedastizität | Heteroscedasticity | Zeitreihenanalyse | Time series analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S026646662300035X [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015374598