Autoregressive Conditional Root Model: Inference and Geometric Ergodicity

Publikation: Working paper › Forskning

Abstract

ACR i geometric ergodicyty; switdaing; non linear time series

Originalsprog	Engelsk
Udgivelsessted	Nuffield College, Oxford University
Sider	0
Status	Udgivet - 2002

TY - UNPB

T1 - Autoregressive Conditional Root Model: Inference and Geometric Ergodicity

AU - Shephard, Neil

AU - Rahbek, Anders

PY - 2002

Y1 - 2002

N2 - ACR i geometric ergodicyty; switdaing; non linear time series

AB - ACR i geometric ergodicyty; switdaing; non linear time series

M3 - Working paper

SP - 0

BT - Autoregressive Conditional Root Model: Inference and Geometric Ergodicity

CY - Nuffield College, Oxford University

ER -