Conditionally heteroscedastic unobserved component models and their reduced form (Q974179): Difference between revisions

@@ Property / author @@
-Esther Ruiz Ortega
@@ Property / author: Esther Ruiz Ortega / rank @@
-Normal rank
@@ Property / author @@
+Esther Ruiz Ortega
@@ Property / author: Esther Ruiz Ortega / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2020734570
@@ Property / OpenAlex ID: W2020734570 / rank @@
+Normal rank
@@ Property / cites work @@
+TIME-REVERSIBILITY, IDENTIFIABILITY AND INDEPENDENCE OF INNOVATIONS FOR STATIONARY TIME SERIES
+Normal rank
@@ Property / cites work @@
+Unobserved component models with asymmetric conditional variances
+Normal rank
@@ Property / cites work @@
+Q5312871
@@ Property / cites work: Q5312871 / rank @@
+Normal rank
@@ Property / cites work @@
+Contemporaneous aggregation of GARCH processes
@@ Property / cites work: Contemporaneous aggregation of GARCH processes / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:974179