STATIONARITY CONDITION FOR AR INDEX PROCESS
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Publication:3377441
DOI10.1017/S0266466606060075zbMath1083.62088MaRDI QIDQ3377441
Douglas T. Wills, Eric Iksoon Im, David L. Hammes
Publication date: 22 March 2006
Published in: Econometric Theory (Search for Journal in Brave)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Eigenvalues, singular values, and eigenvectors (15A18)