TESTING FOR CYCLICAL NON‐STATIONARITY IN AUTOREGRESSIVE PROCESSES
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Publication:4221793
DOI10.1111/1467-9892.00042zbMath0918.62066MaRDI QIDQ4221793
Publication date: 7 July 1999
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9892.00042
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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