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scientific article; zbMATH DE number 6775515 - MaRDI portal

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Publication:5357871

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zbMath1369.62233MaRDI QIDQ5357871

Jungsik Noh, Sangyeol Lee

Publication date: 18 September 2017

Full work available at URL: https://www.ine.pt/revstat/pdf/rs160402.pdf

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

zbMATH Keywords

identifiability nonlinear time series models GARCH-type models Poisson autoregressive models smooth transition autoregressive models smooth transition GARCH models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)

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