Time Series with Roots on or Near the Unit Circle

DOI10.1007/978-3-540-71297-8_30zbMath1179.62112OpenAlexW106865772MaRDI QIDQ3646977

Ngai Hang Chan

Publication date: 27 November 2009

Published in: Handbook of Financial Time Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-540-71297-8_30

zbMATH Keywords

model selectionAR(p) models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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