Introduction to modern time series analysis - Kirchgassner Gebhard; Wollters Jurgen; Hassler Uwe; Kirchgassner Gebhard; Wollters Jurgen; Hassler Uwe (New York Springer, 2013)
Includes bibliographic references; Subject Index 315-319p.
Keywords: Heteroscedasticity; Nonstationary processes; Series analysis; Statistics