Author:
Bardet Jean-Marc,Doukhan Paul,León José Rafael
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Reference44 articles.
1. Weak dependence: models and applications to econometrics;Ango'nze;Econometric Theory,2004
2. A functional limit theorem for non causal weak dependent processes and its applications. To appear in;Bardet;Statistical Inference and Stochastic Processing,2008
3. Generalized autoregressive conditional heteroskedasticity;Bollerslev;Journal of Econometrics,1986
4. Time Series: Theory and Methods
5. Empirical spectral processes and their applications to times series analysis;Dahlhaus;Stochastic Processes and Applications,1988
Cited by
11 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