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Autoregression with Non-Gaussian Innovations.

Authors :
Yuzhi Cai
Source :
Journal of Time Series Econometrics; 2009, Vol. 1 Issue 2, p1-16, 18p
Publication Year :
2009

Details

Language :
English
ISSN :
19411928
Volume :
1
Issue :
2
Database :
Complementary Index
Journal :
Journal of Time Series Econometrics
Publication Type :
Academic Journal
Accession number :
98175132
Full Text :
https://doi.org/10.2202/1941-1928.1016