Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series
Jean-Marie Dufour, Abdeljelil Farhat, Marc Hallin
| Year of publication: |
2006
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|---|---|
| Authors: | Dufour, Jean-Marie ; Farhat, Abdeljelil ; Hallin, Marc |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 130.2006, 1, p. 123-142
|
| Subject: | Zeitreihenanalyse | Time series analysis | Autokorrelation | Autocorrelation | Heteroskedastizität | Heteroscedasticity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003228631