RCA models with correlated errors (Q2371063)

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RCA models with correlated errors
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    title
    RCA models with correlated errors (English)
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    author
    S. S. Appadoo
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    A. Thavaneswaran
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    Jagbir Singh
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    publication date
    29 June 2007
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    zbMATH DE Number
    5168913
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    zbMATH Keywords
    moments properties
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    kurtosis
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    correlated RCA models
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    correlated GARCH models
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    OpenAlex ID
    W2006896414
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