Time series models with univariate margins in the convolution-closed infinitely divisible class
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Publication:4716092
DOI10.2307/3215348zbMath0865.60029OpenAlexW1979374394MaRDI QIDQ4716092
Publication date: 7 July 1997
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3215348
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)
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