@article{Thavaneswaran1991, title = {Estimation of multivariate non-linear time series models}, author = {A. Thavaneswaran and Bovas Abraham}, journal = {Journal of Statistical Planning and Inference}, month = {Nov}, number = {3}, pages = {351--363}, url = {http://www.sciencedirect.com/science/article/B6V0M-45F5GDM-5B/1/897ab356e7b84490ae95871cf0e4d3c4}, volume = {29}, year = {1991}, biburl = {http://www.bibsonomy.org/bibtex/2011d65e77599df20dfb7c63f6c16b2af/smicha}, keywords = {Heteroscedasticity } }