Characterizion of error distributions in time-series regression models
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Publication:1265986
DOI10.1016/S0167-7152(98)00044-3zbMath1126.62311OpenAlexW2040752989MaRDI QIDQ1265986
Jana Jureckova, Marc Hallin, Xavier Milhaud
Publication date: 27 September 1998
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-7152(98)00044-3
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Characterization and structure theory of statistical distributions (62E10)
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