Verifying irreducibility and continuity of a nonlinear time series
Authors:
- Daren B.H. ClineDCDaren B.H. Cline
- Huay-Min H. PuHPHuay-Min H. Pu
- 1 September 1998
- journal article
- Published by Elsevier in Statistics & Probability Letters
- Vol. 40 (2) , 139-148
Abstract
No abstract availableKeywords
This publication has 2 references indexed in Scilit:
- Modeling Flat Stretches, Bursts, and Outliers in Time Series Using Mixture Transition Distribution ModelsJournal of the American Statistical Association, 1996
- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom InflationEconometrica, 1982