scientific article; zbMATH DE number 1292121

MaRDI QIDQ4241692zbMATH OpenFDO

Authors C. M. Martins

Publication date 31 October 1999

Full work available at URL https://eudml.org/doc/48268

zbMATH Keywords

bilinear modelsconditional expectationergodicitystationaritythird-order moments

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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