scientific article; zbMATH DE number 2060193

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zbMath1034.62090MaRDI QIDQ4458424

Alex S. Morton, Granville Tunnicliffe Wilson, Marco Reale

Publication date: 17 March 2004

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

smoothing cycles heteroscedasticity forecasting conditional independence directed acyclic graphs vector autoregression term rates vector ARMA

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of graph theory (05C90)

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