Assessing Persistence In Discrete Nonstationary Time‐Series Models
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Publication:5467605
DOI10.1111/j.1467-9892.2005.00402.xzbMath1091.62081OpenAlexW2116144229MaRDI QIDQ5467605
A. R. Tremayne, Gael M. Martin, B. P. M. McCabe
Publication date: 24 May 2006
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.2005.00402.x
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric inference (62G99)
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