Fixed and random coefficient time series

DOI10.1017/S0004972700007711MaRDI QIDQ3922035zbMATH OpenOpenAlexFDO

Authors Barry Quinn

Publication date 1981

Published in Bulletin of the Australian Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0004972700007711

zbMATH Keywords

abstract of thesisnon-linear generalisations of autoregressive modelsrandom coefficient time series

Mathematics Subject Classification ID

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

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