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smicha's BibTeX entry:  

Estimation of multivariate non-linear time series models

Journal of Statistical Planning and Inference, 29(3): 351--363, 1991.
Authors: A. Thavaneswaran and Bovas Abraham
URL: http://www.sciencedirect.com/science/article/B6V0M-45F5GDM-5B/1/897ab356e7b84490ae95871cf0e4d3c4
Tags: Heteroscedasticity
| URL | BibTeX  
@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},
keywords = {Heteroscedasticity }
}