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Uniform interval estimation for an AR(1) process with AR errors

Jonathan B. Hill, Liang Peng, Deyuan Li
Year2015
VenueStatistica Sinica
Typearticle
Citations16
DOI10.5705/ss.2014.252
OpenAlexW2591879377

Topics

Financial Risk and Volatility ModelingInterval (graph theory)Process (computing)Computer scienceEstimationStatistics