AUTOREGRESSIVE PROCESSES WITH A TIME DEPENDENT VARIANCE
DOI10.1111/J.1467-9892.1982.TB00343.XzbMATH Open0545.62054OpenAlexW2081097989MaRDI QIDQ3334817FDOQ3334817
Authors: John Tyssedal, Dag Tjøstheim 
Publication date: 1982
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.1982.tb00343.x
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Cites Work
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- Mixed autoregressive-moving average multivariate processes with time- dependent coefficients
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- Measuring deviations from stationarity
- Some properties and examples of random processes that are almost wide sense stationary
Cited In (8)
- Title not available (Why is that?)
- Asymptotic properties of quasi-maximum likelihood estimators for ARMA models with time-dependent coefficients
- LEAST SQUARES ESTIMATES AND ORDER DETERMINATION PROCEDURES FOR AUTOREGRESSIVE PROCESSES WITH A TIME DEPENDENT VARIANCE
- Order selection for heteroscedastic autoregression: a study on concentration
- Analysis of multivariate arma processes with non-stationary innovations
- AUTOREGRESSIVE PROCESSES WITH NORMAL STATIONARY DISTRIBUTIONS
- Testing Second-Order Dynamics for Autoregressive Processes in Presence of Time-Varying Variance
- On the prediction of multivariate arma processes with a time dependent covariance structure
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