The generalized threshold arch model : wide sense stationarity and asymptotic normality of the temporal aggregate
E. Gonçalves & N. Mendes Lopes
| Year of publication: |
1994
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|---|---|
| Authors: | Gonçalves, Esmeralda |
| Other Persons: | Mendes Lopes, N. (contributor) |
| Published in: |
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues. - Paris : Inst., ISSN 0553-2930, ZDB-ID 281548-5. - Vol. 38.1994, 2, p. 19-35
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| Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory |
| 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/10001165297