A Note on Non-Negative Arma Processes
Author:
Publisher
Wiley
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9892.2006.00513.x/fullpdf
Reference20 articles.
1. Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics
2. Generalized autoregressive conditional heteroskedasticity
3. Time Series: Theory and Methods
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