scientific article; zbMATH DE number 4211325

MaRDI QIDQ3358095zbMATH OpenFDO

Authors Jinguan Du, Yuan Li

Publication date 1991

zbMATH Keywords

bilinear modelsDoubly stochastic time series modelsexponentially autoregressivegeneral nonlinear time series modelsMA(1)stationarity conditionstime-varying coefficients

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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