Πλοήγηση ανά Θέμα / Λέξη-Κλειδί "Regression analysis -- Asyptotic theory"
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Testing the presence of polynomial way trend in the conditional variance of stationaryu macroeconomic and financial time series
(2006-10-09)In this paper, we consider stationary first order autoregressive models assuming that the errors that generate our process exhibits polynomial trend in their variance. We organize this work into three major sections: theory, ...