The exact quasi-likelihood of time-dependent ARMA models

An Algorithm for Least-Squares Estimation of Nonlinear Parameters

Donald W. Marquardt · Journal of the Society for Industrial and Applied Mathematics · 1963 · 30.4K citations

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Generalized autoregressive conditional heteroskedasticity

Tim Bollerslev · Journal of Econometrics · 1986 · 22.3K citations · Full text

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Robert Fildes, Andrew Harvey, Mike West et al. · Journal of the Operational Research Society · 1991 · 4.8K citations

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Rainer Dahlhaus · The Annals of Statistics · 1997 · 938 citations · Full text

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Richard H. Jones · Technometrics · 1980 · 602 citations

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