The moments of first order Log-ACD models

Luc Bauwens; Fausto Galli; Pierre Giot

The moments of first order Log-ACD models

Luc Bauwens, Fausto Galli, Pierre Giot

Résultats de recherche: Contribution dans un livre/un catalogue/un rapport/dans les actes d'une conférence › Chapitre

langue originale	Anglais
titre	Modeling Seasonality and Periodicity, Proceedings of the 3rd International Symposium on Frontiers of Time Series Modeling
rédacteurs en chef	Institute of, Statistical Mathematics
Pages	213-237
Nombre de pages	25
Etat de la publication	Publié - 2002

Contient cette citation

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title = "The moments of first order Log-ACD models",

author = "Luc Bauwens and Fausto Galli and Pierre Giot",

note = "Publication editors : Institute of Statistical Mathematics, Tokyo",

year = "2002",

language = "English",

pages = "213--237",

editor = "Institute of and Statistical Mathematics",

booktitle = "Modeling Seasonality and Periodicity, Proceedings of the 3rd International Symposium on Frontiers of Time Series Modeling",

}

The moments of first order Log-ACD models. / Bauwens, Luc; Galli, Fausto; Giot, Pierre.
Modeling Seasonality and Periodicity, Proceedings of the 3rd International Symposium on Frontiers of Time Series Modeling. Ed. / Institute of; Statistical Mathematics. 2002. p. 213-237.

Résultats de recherche: Contribution dans un livre/un catalogue/un rapport/dans les actes d'une conférence › Chapitre

TY - CHAP

T1 - The moments of first order Log-ACD models

AU - Bauwens, Luc

AU - Galli, Fausto

AU - Giot, Pierre

N1 - Publication editors : Institute of Statistical Mathematics, Tokyo

PY - 2002

Y1 - 2002

M3 - Chapter

SP - 213

EP - 237

BT - Modeling Seasonality and Periodicity, Proceedings of the 3rd International Symposium on Frontiers of Time Series Modeling

A2 - of, Institute

A2 - Mathematics, Statistical

ER -