On the asymptotic standard errors of residual autocorrelations in nonlinear time series modelling (Q4015851)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the asymptotic standard errors of residual autocorrelations in nonlinear time series modelling |
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On the asymptotic standard errors of residual autocorrelations in nonlinear time series modelling (English)
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29 November 1992
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asymptotic standard errors
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residual autocorrelations
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general nonlinear time series models
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threshold models
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simulation
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