ARCH and Bilinear Time Series Models: Comparison and Combination
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Volume (Year): 4 (1986)
Issue (Month): 1 (January)
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- Yue Fang & John Zhang, 1999. "Performance of control charts for autoregressive conditional heteroscedastic processes," Journal of Applied Statistics, Taylor & Francis Journals, vol. 26(6), pages 701-714.
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