A mathematical approach to detect the Taylor property in TARCH processes

Resume

This work is cataloged in the Scientific Portal. Officially published in Statistics & Probability Letters (2009). Referenced as: "Gonçalves, E.; Leite, J.; Mendes-Lopes, N.".

The complete abstract and full text can be accessed directly at the official DOI: https://doi.org/10.1016/j.spl.2008.10.006

Bibliographic & Editorial Details

Venue / Journal / Book Statistics & Probability Letters

Volume & Issue Vol. 79 (No. 5)

Pagination Pages 1538 - 1552

Official Identifiers

DOI: 10.1016/j.spl.2008.10.006

ISSN: 0167-7152

Autores & Descoberta de Ciência ID

Identificação dos autores da instituição e deteção de coautores via FCT Ciência Vitae.

Autor(es) da Instituição

J

Joana Jorge de Queiroz Leite Investigador

Ciência ID: 051E-6AE4-EFE3

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Coautores da Obra

Autores discriminados na citação da publicação:

Gonçalves, E.; Leite, J.; Mendes-Lopes, N.

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A mathematical approach to detect the Taylor property in TARCH processes

Resume

Bibliographic & Editorial Details

Official Identifiers

Autores & Descoberta de Ciência ID

Nenhum coautor adicional com Ciência ID associado

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