Browsing by Author "Souza, Leandro Teixeira Lopes de"
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Modelos de séries temporais com coeficientes variando no tempo
Souza, Leandro Teixeira Lopes de (Universidade Federal de São Carlos, UFSCar, Programa de Pós-Graduação em Estatística - PPGEs, , 26/02/2009)In this work they are presented extensions of Auto Regressive and Auto Regressive Conditional Heteroscedasticity models with coefficients varying in time. These coefficients have been used as models for non stationary real ...