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Autoregressive models with time-varying parameters and applications to financial time series /

Calif., Stanford Univ., Dep. of Statistics, Diss.--Stanford, 2003. / Kopie, ersch. im Verl. UMI, Ann Arbor, Mich.

Identiferoai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/254644665
Date January 2003
CreatorsLiu, Haiyan.
Source SetsOCLC
LanguageEnglish
Detected LanguageEnglish

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