Nonlinear autoregressive processes

DOI10.1098/rspa.1978.0058zbMath0378.62076OpenAlexW2132268306MaRDI QIDQ4157847

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Publication date: 1978

Published in: Proceedings of the Royal Society of London. A. Mathematical and Physical Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1098/rspa.1978.0058

Mathematics Subject Classification ID

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

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