Spectral analysis for GARCH processes through a bilinear representation.
In: Communications in Statistics: Theory & Methods, Jg. 52 (2023-10-01), Heft 19, S. 6840-6856
Online
academicJournal
Zugriff:
Titel: |
Spectral analysis for GARCH processes through a bilinear representation.
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Autor/in / Beteiligte Person: | Kimouche, Karima ; Bibi, Abdelouahab |
Link: | |
Zeitschrift: | Communications in Statistics: Theory & Methods, Jg. 52 (2023-10-01), Heft 19, S. 6840-6856 |
Veröffentlichung: | 2023 |
Medientyp: | academicJournal |
ISSN: | 0361-0926 (print) |
DOI: | 10.1080/03610926.2022.2034019 |
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