Autoregressive Conditional Root Model: Inference and Geometric Ergodicity

Abstract

ACR i geometric ergodicyty; switdaing; non linear time series

Original language	English
Place of Publication	Nuffield College, Oxford University
Pages	0
Publication status	Published - 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 -