Citations (8)
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Dejian Lai, Xiaobao Wang & John Wiorkowski. (2002) Local asymptotic normality for multivariate nonlinear AR processes. Stochastics and Stochastic Reports 72:3-4, pages 277-287.
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E. Goncalves,
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Articles from other publishers (6)
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Christian Francq & Jean-Michel Zakoïan. 2010. GARCH Models. GARCH Models
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I. Petranský, Š. Drabant, J. Ďuďák, A. Žikla, I. Grman & J. Jablonický. (2003) Pressure in the hydraulic system of three point hitch of tractor equiped with electrical and mechanical control. Research in Agricultural Engineering 49:2, pages 37-43.
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Mohamed El Babsiri & Jean-Michel Zakoian. (2001) Contemporaneous asymmetry in GARCH processes. Journal of Econometrics 101:2, pages 257-294.
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