MODELE AUTOREGRESSIF A UN SEUIL.
| Year of publication: |
1990
|
|---|---|
| Authors: | ZAKOIAN, J.M. |
| Subject: | modeles econometriques | tests | econometrie | processus stochastiques |
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Bayesian Inference for the Mover-Stayer Model of Continuous Time.
Fougere, D., (1998)
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Analyse d'intervention et previsions. Problematique et application a des donnes de la RATP.
Ferrara, L., (1998)
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Predictive Tests for Structural Change and the St. Louis Equation
Dufour, J.M., (1980)
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Contemporaneous Asymmetry in Weak Garch Processes.
El Babsiri, M., (1996)
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Testing for Continuous-Time Models of the Short-Term Interest Rate.
Broze, L., (1993)
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Estimating Linear Representations of Nonlinear Processes.
Francq, C., (1995)
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