Author:
Wan Phyllis,Davis Richard A.
Subject
Applied Mathematics,Economics and Econometrics
Reference17 articles.
1. GARCH processes: structure and estimation;Berkes;Bernoulli,2003
2. Convergence of Probability Measures;Billingsley,1999
3. Time Series: Theory and Methods;Brockwell,1991
4. Gauss-Newton and M-estimation for ARMA proces with infinite variance;Davis;Stoch. Process. Appl.,1996
5. Applications of distance covariance to time series;Davis;Bernoulli,2018
Cited by
4 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献