Autoregressive Conditional Root Model: Inference and Geometric Ergodicity

Research output: Working paper › Research

Standard

Autoregressive Conditional Root Model: Inference and Geometric Ergodicity. / Shephard, Neil; Rahbek, Anders.

Nuffield College, Oxford University, 2002. p. 0.

Research output: Working paper › Research

Harvard

Shephard, N & Rahbek, A 2002 'Autoregressive Conditional Root Model: Inference and Geometric Ergodicity' Nuffield College, Oxford University, pp. 0.

APA

Shephard, N., & Rahbek, A. (2002). Autoregressive Conditional Root Model: Inference and Geometric Ergodicity. (pp. 0).

Vancouver

Shephard N, Rahbek A. Autoregressive Conditional Root Model: Inference and Geometric Ergodicity. Nuffield College, Oxford University. 2002, p. 0.

Author

Shephard, Neil ; Rahbek, Anders. / Autoregressive Conditional Root Model: Inference and Geometric Ergodicity. Nuffield College, Oxford University, 2002. pp. 0

Bibtex

@techreport{fc4c585074c611dbbee902004c4f4f50,
title = "Autoregressive Conditional Root Model: Inference and Geometric Ergodicity",
abstract = "ACR i geometric ergodicyty; switdaing; non linear time series",
author = "Neil Shephard and Anders Rahbek",
year = "2002",
language = "English",
pages = "0",
type = "WorkingPaper",

}

RIS

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 -

ID: 160396