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DOI10.1007/S11425-009-0138-ZzbMATH Open1396.62195OpenAlexW2042891130MaRDI QIDQ1042944FDOQ1042944

Authors: David R. Brillinger 

Publication date: 7 December 2009

Published in: Science in China. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-009-0138-z

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Mathematics Subject Classification ID

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

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