On Fractionally Integrated Autoregressive Moving-Average Time Series Models With Conditional Heteroscedasticity

DOI10.2307/2965585zbMath1067.62572MaRDI QIDQ4366214

Shiqing Ling, Wai Keung Li

Publication date: 1997

Full work available at URL: https://doi.org/10.2307/2965585

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

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