Median-unbiased Estimation and Exact Inference Methods for First-order Autoregressive Models with Conditional Heteroscedasticity of Unknown Form

• Autores: Richard Luger
• Localización: Journal of time series analysis: A journal sponsored by the Bernoulli Society for Mathematical Statistics and Probability, ISSN 0143-9782, Nº. 1, 2006, págs. 119-128
• Idioma: inglés
• DOI: 10.1111/j.1467-9892.2005.00456.x
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