scientific article; zbMATH DE number 1062623

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zbMath0896.62093MaRDI QIDQ4355095

Yakashi Yanagawa, Gan Ohama

Publication date: 6 October 1998

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

zbMATH Keywords

simulations spectral density multivariate time series sample autocovariance function periodograms tests for stationarity population autocovariance function

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05)

Related Items (1)

On a nonlinear risk analysis for stock market indexes

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