CONDITIONAL HETEROSCEDASTIC TIME-SERIES MODELS

被引：145

|

作者：

TSAY, RS

机构：

来源：

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION | 1987年 / 82卷 / 398期

关键词：

D O I：

10.2307/2289470

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

收藏

页码：590 / 604

页数：15

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