RCA models with correlated errors

Applied Mathematics Letters

Volumn 19, Issue 8, 2006, Pages 824-829

  Appadoo, S S ^a   Thavaneswaran, A ^a   Singh, Jagbir ^b  

^a UNIVERSITY OF MANITOBA   (Canada)

^b TEMPLE UNIVERSITY   (United States)

Author keywords

Correlated GARCH models; Correlated RCA models; Kurtosis; Moments properties

Indexed keywords

DATA REDUCTION; ECONOMIC AND SOCIAL EFFECTS; ESTIMATION; MATHEMATICAL MODELS; MEASUREMENT ERRORS; METHOD OF MOMENTS; REGRESSION ANALYSIS; TIME SERIES ANALYSIS;

CORRELATED GARCH MODELS; CORRELATED RCA MODELS; KURTOSIS; MOMENTS PROPERTIES;

CORRELATION THEORY;

EID: 33646070559     PISSN: 08939659     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.aml.2005.11.003     Document Type: Article

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