Author:
Genc Ismail H.,Arzaghi Mohammad
Subject
Applied Mathematics,Computer Networks and Communications,Signal Processing,Control and Systems Engineering
Reference47 articles.
1. A new approach to the economics analysis of nonstationary time series and the business cycle;Hamilton;Econometrica,1989
2. Analysis of time series subject to change in regime;Hamilton;Journal of Econometrics,1990
3. Threshold Models in Nonlinear Time Series Analysis;Tong,1983
4. Nonlinear Time Series: A Dynamical Systems Approach;Tong,1990
5. Generalized autoregressive conditional heteroskedasticity;Bollerslev;Journal of Econometrics,1986
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