Analysis of the correlation structure of square time series

DOI10.1111/j.1467-9892.2004.01797.xzbMath1062.62198OpenAlexW3125600158MaRDI QIDQ4677028

Mauricio Zevallos, Wilfredo Palma

Publication date: 20 May 2005

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

Full work available at URL: https://doi.org/10.1111/j.1467-9892.2004.01797.x

zbMATH Keywords

long memorynonlinear time seriesautocorrelationconditional heteroscedasticity

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)

Related Items (3)

Long-range dependence in third order and bispectrum singularity ⋮ Moments of the ARMA–EGARCH model ⋮ A non-parametric statistic for testing conditional heteroscedasticity for unobserved component models

Uses Software

• longmemo

Cites Work

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