scientific article; zbMATH DE number 897115
zbMATH Open0851.62057MaRDI QIDQ4884570FDOQ4884570
Authors: Wayne A. Fuller
Publication date: 7 July 1996
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Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
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- LOG-PERIODOGRAM ESTIMATION OF LONG MEMORY VOLATILITY DEPENDENCIES WITH CONDITIONALLY HEAVY TAILED RETURNS
- New tests for unit roots in autoregressive processes with possibly infinite variance errors
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- On multiplicative seasonal modelling for vector time series
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