Identification of arma models with non-gaussian innovations

DOI10.1080/03610929208830837zbMath0800.62525OpenAlexW2121601831MaRDI QIDQ3135638

Kuldeep Kumar

Publication date: 11 October 1993

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929208830837

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

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