Estimators for the parameters of autoregressive time series are compared, emphasizing processes with a unit root or a root close to 1. The approximate bias of the sum of the autoregressive ...
Two methods of parameter estimation for a general nonlinear autoregressive process with beta-ARCH innovations are discussed and the large sample properties of the estimators for each method are ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback