Analyser les séries chronologiques avec S-Plus: une approche paramétrique

Dominique Guegan () and Laurent Ferrara
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Dominique Guegan: IDHE - Institutions et Dynamiques Historiques de l'Economie - ENS Cachan - École normale supérieure - Cachan - UP1 - Université Paris 1 Panthéon-Sorbonne - UP8 - Université Paris 8 Vincennes-Saint-Denis - UPN - Université Paris Nanterre - CNRS - Centre National de la Recherche Scientifique

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Keywords: ARMA processes; Long memeory processes; GARCH processes; S-PLUS (search for similar items in EconPapers)
Date: 2003
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Published in 2003

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Working Paper: Analyser les séries chronologiques avec S-Plus: une approche paramétrique (2003)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-00201328

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