Journal of forecasting. 1996;15(3):175-201. doi: 10.1002/(sici)1099-131x(199604)15:3<175::aid-for618>3.0.co;2-r Q12.72025
Unobserved components in ARCH models: An application to seasonal adjustment
ARCH模型中的未观测分量:在季节调整中的应用
DOI: 10.1002/(sici)1099-131x(199604)15:3<175::aid-for618>3.0.co;2-r
摘要