DOI10.1111/jtsa.12276zbMath1392.62272OpenAlexW2771434449MaRDI QIDQ4606961
Anindya Roy, Tucker S. McElroy
Publication date: 9 March 2018 Published in: Journal of Time Series Analysis (Search for Journal in Brave) Full work available at URL: https://doi.org/10.1111/jtsa.12276
zbMATH Keywords
stabilityspectral factorizationvector autoregression
Mathematics Subject Classification ID
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)