A Simple Heteroscedasticity Removing Filter
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Publication:2903818
DOI10.1080/03610926.2010.521289zbMath1244.62134OpenAlexW2070220230MaRDI QIDQ2903818
Pär Stockhammar, Lars-Erik Öller
Publication date: 2 August 2012
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: http://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-21073
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)
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