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scientific article; zbMATH DE number 1894913 - MaRDI portal

scientific article; zbMATH DE number 1894913

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Publication:4801934

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zbMath1040.91078MaRDI QIDQ4801934

Gemai Chen, Min Chen

Publication date: 2002

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

zbMATH Keywords

threshold autoregressive model conditional heteroscedasticity empirical percentage Kolmogorov-Smirnor type test

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

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