A k-Factor GARMA Long-memory Model

DOI10.1111/j.1467-9892.1998.00105.xzbMath1017.62083OpenAlexW1994099724MaRDI QIDQ4216182

Henry L. Gray, Q. C. Cheng, Wayne A. Woodward

Publication date: 24 August 2003

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1998.00105.x

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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