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UNIVERSITÀ DEGLI STUDI
DEL SANNIO   Benevento
 

A Resistant Measure of Heteroskedasticity in Explorative Time Series Analysis

Niglio, M., and S. M. Pagnotta, "A Resistant Measure of Heteroskedasticity in Explorative Time Series Analysis", Advances in Multivariate Data Analysis: Proceedings of the Meeting of the Classification and Data Analysis Group (CLADAG) of the Italian Statistical Society, University of Palermo, July 5–6, 2001, Berlin, Heidelberg, Springer Berlin Heidelberg, pp. 81–92, 2004.