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 ...

When regression is performed on time series data, the errors may not be independent. Often errors are autocorrelated; that is, each error is correlated with the error ...

Simulations are necessary to assess the performance of home-range estimators because the true distribution of empirical data is unknown, but we must question whether that performance applies to ...

where the sum extends over those t for which the data are available. If the series has mean 0 then the expected value of this statistic is simply For the normal distribution the fourth moment is given ...