Bartlett's formula for a general class of non linear processes
Year of publication: |
2009-02-05
|
---|---|
Authors: | Francq, Christian ; Zakoian, Jean-Michel |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Bartlett's formula | nonlinear time series model | sample autocorrelation | GARCH model | weak white noise |
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