Thomas J Catalano is a CFP and Registered Investment Adviser with the state of South Carolina, where he launched his own financial advisory firm in 2018. Thomas' experience gives him expertise in a ...
For a first-order autoregressive process Yt=β Yt-1+ε t, where the ε t's are i.i.d. and belong to the domain of attraction of a stable law, the strong consistency of the ordinary least-squares ...
Estimators for the parameters of autoregressive time series are compared, emphasizing processes with a unit root or a root close to 1. The approximate bias of the sum of the autoregressive ...
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