Dimension reduction for the conditional mean and variance functions in time series (Q5108975)
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scientific article; zbMATH DE number 7197861
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dimension reduction for the conditional mean and variance functions in time series |
scientific article; zbMATH DE number 7197861 |
Statements
Dimension reduction for the conditional mean and variance functions in time series (English)
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7 May 2020
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autoregressive conditional heteroscedasticity
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dimension reduction
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Kullback-Leibler divergence
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time series central subspace
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vector correlation coefficient
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