Estimation Procedure for a Multiple Time Series Model
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Publication:2876155
DOI10.1080/03610918.2012.752838zbMath1462.62207MaRDI QIDQ2876155
Erniel B. Barrios, Rolan Paul K. Veron Cruz
Publication date: 18 August 2014
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2012.752838
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62G05: Nonparametric estimation
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