scientific article; zbMATH DE number 6027064

zbMath1248.62154MaRDI QIDQ5389854

Tomáš Marek

Publication date: 23 April 2012

Full work available at URL: https://eudml.org/doc/33785

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

zbMATH Keywords

nonlinear time seriesrandom coefficients moving average

Mathematics Subject Classification ID

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

Related Items (2)

Stationarity and invertibility of a dynamic correlation matrix ⋮ On the invertibility of EGARCH(p, q)

Cites Work

• The estimation of a nonlinear moving average model
• On the invertibility of time series models
• SOME DOUBLY STOCHASTIC TIME SERIES MODELS
• Product autoregression: a time-series characterization of the gamma distribution
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