Some generalizations in a heteroscedastic RCA (1) model

@article{Janečková2002,
author = {Janečková, Hana},
journal = {Acta Universitatis Carolinae. Mathematica et Physica},
keywords = {random coefficients; autoregression; heteroscedasticity; martingale differences},
language = {eng},
number = {1},
pages = {31-47},
publisher = {Charles University in Prague},
title = {Some generalizations in a heteroscedastic RCA (1) model},
url = {http://eudml.org/doc/246705},
volume = {043},
year = {2002},
}

TY - JOUR
AU - Janečková, Hana
TI - Some generalizations in a heteroscedastic RCA (1) model
JO - Acta Universitatis Carolinae. Mathematica et Physica
PY - 2002
PB - Charles University in Prague
VL - 043
IS - 1
SP - 31
EP - 47
LA - eng
KW - random coefficients; autoregression; heteroscedasticity; martingale differences
UR - http://eudml.org/doc/246705
ER -