The moments of SETARMA models

Statistics and Probability Letters

Volumn 76, Issue 6, 2006, Pages 625-633

  Amendola, Alessandra ^a   Niglio, Marcella ^a   Vitale, Cosimo ^a  

^a UNIVERSITY OF SALERNO   (Italy)

Author keywords

Kurtosis; Model selection; Moments; SETARMA model; Skewness

Indexed keywords

EID: 33344469143     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2005.09.016     Document Type: Article

References (9)

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