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Trevor J. Hefley, Kristin M. Broms, Brian M. Brost, Frances E. Buderman, Shannon L. Kay, Henry R. Scharf, John R. Tipton, Perry J. Williams and Mevin B. Hooten Analyzing ecological data often requires ...
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 ...