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Showing results 1 to 2 of 2
Least squares estimation for critical random coefficient first-order autoregressive processes
Hwang, SY
; Basawa, IV; Kim, TY
Article
Issue Date
2006
Citation
STATISTICS & PROBABILITY LETTERS, v.76, no.3, pp 310 - 317
Publisher
ELSEVIER SCIENCE BV
Stationarity and moment structure for Box-Cox transformed threshold GARCH(l,l) processes
Hwang, SY
; Basawa, IV
Article
Issue Date
2004
Citation
STATISTICS & PROBABILITY LETTERS, v.68, no.3, pp 209 - 220
Publisher
ELSEVIER SCIENCE BV
1
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