Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series
By: Jean-Marie Dufour, Abdeljelil Farhat and Marc Hallin
Contributors: Hallin, Marc; Farhat, Abdeljelil; Centre interuniversitaire de recherche en économie quantitative
Series: Cahier / Centre interuniversitaire de recherche en économie quantitative -- 05-2005
Publisher: Centre interuniversitaire de recherche en économie quantitative
Published: 2005
Place of publication: Montréal
Language: eng
Number of pages: 38
ISBN-13: 9782893824994
Notes: Includes bibliographical references: p. 37-38.

Includes abstract in English and French.