The generalized threshold arch model : wide sense stationarity and asymptotic normality of the temporal aggregate
Year of publication: |
1994
|
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Authors: | Gonçalves, Esmeralda |
Other Persons: | Mendes Lopes, N. (contributor) |
Published in: |
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues. - Paris : Inst., ISSN 0553-2930, ZDB-ID 281548-5. - Vol. 38.1994, 2, p. 19-35
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Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory |
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