scientific article; zbMATH DE number 3581491

zbMATH Open0373.62052MaRDI QIDQ4151045FDOQ4151045

Authors: Timo Teräsvirta 

Publication date: 1977

Title of this publication is not available (Why is that?)

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
• Linear transformations of vector ARMA processes
• Encompassing univariate models in multivariate time series. A case study

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