Multivariate arma models with generalized autoregressive linear innovation (Q4949463): Difference between revisions

@@ Property / author @@
-Christian Francq
@@ Property / author: Christian Francq / rank @@
-Normal rank
@@ Property / author @@
+Christian Francq
@@ Property / author: Christian Francq / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/07362990008809666
+Normal rank
@@ Property / OpenAlex ID @@
+W2074646530
@@ Property / OpenAlex ID: W2074646530 / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
+Normal rank
@@ Property / cites work @@
+Stationarity of GARCH processes and of some nonnegative time series
+Normal rank
@@ Property / cites work @@
+Strict stationarity of generalized autoregressive processes
+Normal rank
@@ Property / cites work @@
+The stochastic equation <i>Y<sub>n</sub></i><sub>+1</sub>=<i>A<sub>n</sub>Y<sub>n</sub> + B<sub>n</sub></i> with stationary coefficients
+Normal rank
@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
+Normal rank
@@ Property / cites work @@
+Q4158357
@@ Property / cites work: Q4158357 / rank @@
+Normal rank
@@ Property / cites work @@
+Subadditive ergodic theory
@@ Property / cites work: Subadditive ergodic theory / rank @@
+Normal rank
@@ Property / cites work @@
+ON THE EXISTENCE OF A GENERAL MULTIPLE BILINEAR TIME SERIES
+Normal rank
@@ Property / cites work @@
+On the general bilinear time series model
@@ Property / cites work: On the general bilinear time series model / rank @@
+Normal rank
@@ Property / cites work @@
+Q4039873
@@ Property / cites work: Q4039873 / rank @@
+Normal rank
@@ Property / cites work @@
+Random coefficient autoregressive models: an introduction
+Normal rank
@@ Property / cites work @@
+Non-linear time series models for non-linear random vibrations
+Normal rank
@@ Property / cites work @@
+Q4692920
@@ Property / cites work: Q4692920 / rank @@
+Normal rank
@@ Property / cites work @@
+MULTIPLE BILINEAR TIME SERIES MODELS
@@ Property / cites work: MULTIPLE BILINEAR TIME SERIES MODELS / rank @@
+Normal rank
@@ Property / cites work @@
+Q3999154
@@ Property / cites work: Q3999154 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5771090
@@ Property / cites work: Q5771090 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:4949463