Methods of analyzing nonstationary time series with implicit changes in their properties
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Publication:2377279
DOI10.1007/s10513-005-0221-zzbMath1267.62089MaRDI QIDQ2377279
Publication date: 28 June 2013
Published in: Automation and Remote Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10513-005-0221-z
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
Cites Work
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