Table of Links
3. The GAR(1) Model
3.1. Model and Stationary Solution
4. Estimation of model parameters and 4.1. Fréchet mean
5. Testing for the absence of serial dependence
6.1. R with multiplicative noise
6.2. Univariate distributions with a density
Appendix A. General results in Hadamard spaces
5. Testing for the absence of serial dependence
Authors:
(1) Matthieu Bult´e, Department of Mathematical Sciences, University of Copenhagen, and Faculty of Business Administration and Economics, Bielefeld University;
(2) Helle Sørensen, Department of Mathematical Sciences, University of Copenhagen.
This paper is
