A nonlinear time series workshop. A toolkit for detecting and identifying nonlinear serial dependence
From MaRDI portal
Publication:5934084
zbMath0962.62079MaRDI QIDQ5934084
Douglas M. Patterson, Richard A. Ashley
Publication date: 18 June 2001
Published in: Dynamic Modeling and Econometrics in Economics and Finance (Search for Journal in Brave)
62P20: Applications of statistics to economics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62P05: Applications of statistics to actuarial sciences and financial mathematics
62P30: Applications of statistics in engineering and industry; control charts
62-02: Research exposition (monographs, survey articles) pertaining to statistics
86A32: Geostatistics
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