Bartlett's formula for a general class of non linear processes
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- Christian Francq & Jean‐Michel Zakoïan, 2009. "Bartlett's formula for a general class of nonlinear processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 30(4), pages 449-465, July.
References listed on IDEAS
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More about this item
KeywordsBartlett's formula; nonlinear time series model; sample autocorrelation; GARCH model; weak white noise;
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ECM-2009-02-14 (Econometrics)
- NEP-ETS-2009-02-14 (Econometric Time Series)
- NEP-ORE-2009-02-14 (Operations Research)
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