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| 001 | 9.927579 |
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| 003 | CaOODSP |
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| 005 | 20230920111252 |
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| 006 | m o d f |
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| 007 | cr |n||||||||| |
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| 008 | 230920t20232023oncd ob f|0| 0 eng d |
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| 040 | |aCaOODSP|beng|erda|cCaOODSP |
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| 041 | |aeng|beng|bfre |
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| 043 | |an-cn--- |
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| 086 | 1 |aFB3-5/2023-40E-PDF |
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| 100 | 1 |aFeunou, Bruno, |eauthor. |
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| 245 | 10|aGeneralized autoregressive gamma processes / |cby Bruno Feunou. |
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| 264 | 1|a[Ottawa] : |bBank of Canada = Banque du Canada, |c2023. |
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| 264 | 4|c©2023 |
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| 300 | |a1 online resource (ii, 41 pages) : |bcharts. |
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| 336 | |atext|btxt|2rdacontent |
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| 337 | |acomputer|bc|2rdamedia |
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| 338 | |aonline resource|bcr|2rdacarrier |
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| 490 | 1 |aStaff working paper = Document de travail du personnel, |x1701-9397 ; |v2023-40 |
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| 500 | |a"Last updated: August 2, 2023." |
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| 504 | |aIncludes bibliographical references |
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| 520 | |a"We introduce generalized autoregressive gamma (GARG) processes, a class of autoregressive and moving-average processes that extends the class of existing autoregressive gamma (ARG) processes in one important dimension: each conditional moment dynamic is driven by a different and identifiable moving average of the variable of interest"--Abstract. |
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| 546 | |aIncludes abstract in French. |
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| 650 | 0|aAutoregression (Statistics) |
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| 650 | 0|aInterest rates|xMathematical models. |
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| 650 | 6|aAutorégression (Statistique) |
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| 650 | 6|aTaux d'intérêt|xModèles mathématiques. |
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| 710 | 2 |aBank of Canada, |eissuing body. |
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| 830 | #0|aStaff working paper (Bank of Canada)|v2023-40.|w(CaOODSP)9.806221 |
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| 856 | 40|qPDF|s1.53 MB|uhttps://publications.gc.ca/collections/collection_2023/banque-bank-canada/FB3-5-2023-40-eng.pdf |
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