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Publication:2750779
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zbMath0972.62536MaRDI QIDQ2750779

Guy Mélard, Roch Roy

Publication date: 21 October 2001

Full work available at URL: http://www.numdam.org/item?id=RSA_1988__36_4_5_0

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.


Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10)


Related Items

Threshold Structures in Economic and Financial Time Series ⋮ Qualitative threshold ARCH models



Cites Work

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  • The estimation of the order of an ARMA process
  • The estimation of a nonlinear moving average model
  • A threshold AR(1) model
  • ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS
  • ON THE CONSISTENCY OF LEAST SQUARES ESTIMATORS FOR A THRESHOLD AR(1) MODEL
  • STATE-DEPENDENT MODELS: A GENERAL APPROACH TO NON-LINEAR TIME SERIES ANALYSIS
  • Exact likelihood of vector autoregressive-moving average process with missing or aggregated data
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