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内部出版物
SpringerLink电子期刊(13)
Elsevier电子期刊(4)
在“
Elsevier电子期刊
”中,
命中:
4
条,耗时:小于0.01 秒
在所有数据库中总计命中:
17
条
1.
Dynamic behavior of volatility in a nonstationary generalized regime-switching GARCH model
作者:
Won-Tak Hong
;
Eunju Hwang
;
ehwang@gachon.ac.kr" class="auth_mail" title="E-mail the corresponding author
关键词:
primary
;
62E20
;
secondary
;
60E05
;
37M10
刊名:Statistics & Probability Letters
出版年:2016
2.
Hawkes and INAR() processes
作者:
Matthias Kirchner
matthias.kirchner@math.ethz.ch" class="auth_mail" title="E-mail the corresponding author
关键词:
60G55
;
60F99
;
37M10
刊名:Stochastic Processes and their Applications
出版年:2016
3.
An algorithm for the exact Fisher information matrix of vector ARMAX time series
作者:
Andr茅 Klein
;
Guy M茅lard
关键词:
62B10
;
62
M10
;
60G15
;
37M10
刊名:Linear Algebra and its Applications
出版年:1 April, 2014
4.
On the convergence of the spectrum of finite order approximations of stationary time series
作者:
Syamantak Datta Gupta
;
Ravi R. Mazumdar
;
Peter Glynn
关键词:
62
M10
;
62F12
;
37M10
;
60F25
;
60G10
;
60G99
;
62J99
刊名:Journal of Multivariate Analysis
出版年:2013
1
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