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Fixed and random coefficient time series - MaRDI portal

Fixed and random coefficient time series

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Publication:3922035

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DOI10.1017/S0004972700007711zbMath0468.62080OpenAlexW1964773856MaRDI QIDQ3922035

Barry G. Quinn

Publication date: 1981

Published in: Bulletin of the Australian Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0004972700007711

zbMATH Keywords

abstract of thesis non-linear generalisations of autoregressive models random coefficient time series

Mathematics Subject Classification ID

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

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