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Property / author: Wei-Biao Wu / rank
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Property / author: Wei-Biao Wu / rank
 
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Property / full work available at URL: https://doi.org/10.1016/j.spa.2005.01.001 / rank
 
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Latest revision as of 14:54, 10 June 2024

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On linear processes with dependent innovations
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    On linear processes with dependent innovations (English)
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    5 August 2005
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    Central limit theorem
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    Covariance
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    GARCH model
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    Invariance principle
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    Linear process
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    Nonlinear time series
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