On mixture autoregressive conditional heteroskedasticity (Q1643793)
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scientific article; zbMATH DE number 6892240
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On mixture autoregressive conditional heteroskedasticity |
scientific article; zbMATH DE number 6892240 |
Statements
On mixture autoregressive conditional heteroskedasticity (English)
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20 June 2018
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asymptotic Fisher information matrix
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maximum likelihood estimates
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mixture autoregressive conditional heteroskedastic model
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nonlinear time series model
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stationarity
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0.97120273
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0.9564032
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0.9363531
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0.9281628
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0.92381203
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