We consider a stationary AR(1) process with ARCH(1) errors given by the stochastic difference equation $X_{t}=\alpha X_{t-1}+\sqrt{\beta +\lambda X_{t-1}^{2 ...
Results that may be inaccessible to you are currently showing.
Hide inaccessible resultsResults that may be inaccessible to you are currently showing.
Hide inaccessible results
Feedback