Some statistical results on autoregressive conditionally heteroscedastic models (Q1299538)
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scientific article; zbMATH DE number 1327285
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some statistical results on autoregressive conditionally heteroscedastic models |
scientific article; zbMATH DE number 1327285 |
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Some statistical results on autoregressive conditionally heteroscedastic models (English)
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24 August 2000
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conditionally heteroscedastic time series
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white noise
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stationarity
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ARMA models
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forecasting
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