Journal of Time Series Analysis Journal

Overview

publication venue for

• Estimation of the long‐memory stochastic volatility model parameters that is robust to level shifts and deterministic trends 2013
• THE PREDICTIVE PERFORMANCE OF THREE AUTOREGRESSIVE MOVING‐AVERAGE MODELS:A MONTE CARLO INVESTIGATION 1989

Research

keywords

• 0104 Statistics, 1403 Econometrics, 0103 Numerical and Computational Mathematics