Modeling non-homogeneous variance time series: An application to sulfur dioxide data-Reference-Cited by-同舟云学术

Modeling non-homogeneous variance time series: An application to sulfur dioxide data

Published:1988-03 Issue:2 Volume:10 Page:123-131
ISSN:0167-6369
Container-title:Environmental Monitoring and Assessment
language:en
Short-container-title:Environ Monit Assess

Author:

Rao Harish G.,Terry W. Robert,Kumar Ashok

Publisher

Springer Science and Business Media LLC

Subject

Management, Monitoring, Policy and Law,Pollution,General Environmental Science,General Medicine

Link

http://link.springer.com/content/pdf/10.1007/BF00401777.pdf

Reference9 articles.

1. Baufays, P. and Rassone, J. P.: 1985, ?Variance Changes in Autoregressive Model?, in O. D. Anderson (ed.), Time Sereis Analysis, Elsevier Science, 119?127.

2. BoxG. E. P. and CoxD. R.: 1954, ?An Analysis of Transformations?, J. Roy. Stat. Soc., Ser. B, 26, 211?252.

3. BoxG. E. P. and JenkinsG. M.: 1970, Time Series Analysis, Forecasting and Control, Holden Day, San Francisco.

4. CampbellD. T. and StanleyJ. C.: 1963, Experimental and Quasi-Experimental Designs for Research, Rand McNally College Publishing Co., Chicago.

5. EngleR. F.: 1982, ?Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation?, Econometrica, 50, 987?1007.

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