Zenodo (CERN European Organization for Nuclear Research) · 2005 · 10 citations · 3 references
ComputingEconomicsEconometricsFinancial EconometricsTime Series AnalysisFunctional Time Series AnalysisStationarity AnalysisTemporal Dependence ModelingTime Series EconometricsTime Series ForecastingTime Series ModelingArch ModelsArima ModelsHeteroscedasticity ModelingNon-stationary Time SeriesNonstationary Time Series AnalysisNonstationary Time Series ForecastingNonstationary Time Series ModelsStationary Time Series
Publication in the conference proceedings of EUSIPCO, Antalya, Turkey, 2005
3
Fitting time series models to nonstationary processes
Rainer Dahlhaus · The Annals of Statistics · 1997 · 938 citations · Full text
Computing, Meteorology, Econometrics +15