scientific article; zbMATH DE number 6775515

MaRDI QIDQ5357871zbMATH OpenFDO

Authors Jungsik Noh, Sangyeol Lee

Publication date 18 September 2017

Full work available at URL https://www.ine.pt/revstat/pdf/rs160402.pdf

zbMATH Keywords

GARCH-type modelsidentifiabilitynonlinear time series modelsPoisson autoregressive modelssmooth transition autoregressive modelssmooth transition GARCH models

Mathematics Subject Classification ID

Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(1)

• Identifiability conditions for generalised STARMA models

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