✦ LIBER ✦

Unbounded heteroscedasticity in first-order autoregressive models and the Eicker–White asymptotic variance estimator

✍ Scribed by Nikolaos Kourogenis; Nikitas Pittis

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

ASYMPTOTIC EXPANSIONS FOR THE DISTRIBUTI

✍ Yoshimichi Ochi 📂 Article 📅 1983 🏛 John Wiley and Sons 🌐 English ⚖ 341 KB

Asymptotic expansions in sequential esti

✍ Vsevolod K. Malinovskii 📂 Article 📅 1994 🏛 Springer Netherlands 🌐 English ⚖ 963 KB

Estimation in the first-order moving ave

✍ Raúl Pedro Mentz 📂 Article 📅 1977 🏛 Elsevier Science 🌐 English ⚖ 650 KB