scientific article; zbMATH DE number 3581491

MaRDI QIDQ4151045zbMATHFDO

Authors Timo Teräsvirta

Publication date 1977

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Stationary stochastic processes (60G10)

Cited in

(3)

• The invertibility of sampled and aggregated ARMA models
• Encompassing univariate models in multivariate time series. A case study
• Linear transformations of vector ARMA processes

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