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A Mathematical Approach to Detect the Taylor Property in Tarch Processes
AuthID
P-003-N33
3
Author(s)
Goncalves, E
·
Leite, J
·
Mendes Lopes, N
Document Type
Article
Year published
2009
Published
in
STATISTICS & PROBABILITY LETTERS,
ISSN: 0167-7152
Volume: 79, Issue: 5, Pages: 602-610 (9)
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Publication Identifiers
DOI
:
10.1016/j.spl.2008.10.006
Handle
:
https://hdl.handle.net/10316/10046
SCOPUS
: 2-s2.0-59549093263
Wos
: WOS:000264249400007
Source Identifiers
ISSN
: 0167-7152
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