TRANSFORMED POLYNOMIALS FOR NONLINEAR AUTOREGRESSIVE MODELS OF THE CONDITIONAL MEAN
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Publication:2936571
DOI10.1111/jtsa.12060zbMath1302.62191MaRDI QIDQ2936571
Publication date: 17 December 2014
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: http://papers.tinbergen.nl/12133.pdf
62P20: Applications of statistics to economics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62P30: Applications of statistics in engineering and industry; control charts
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