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- Title:
Asymptotic behavior of the sample autocovariance and autocorrelation function of the AR(1) process with ARCH(1) errors.
- Document type:
- Zeitschriftenaufsatz
- Author(s):
- Borkovec, M.
- Journal title:
- Bernoulli
- Year:
- 2001
- Journal volume:
- 7
- Journal issue:
- 6
- Pages contribution:
- 847-872
- Language:
- en
- WWW:
- https://projecteuclid.org/euclid.bj/1078951126
- Status:
- Verlagsversion / published
- TUM Institution:
- Lehrstuhl für Mathematische Statistik
- Format:
- Text
BibTeX