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scientific article; zbMATH DE number 1916727 - MaRDI portal

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Publication:4807891

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zbMath1022.62086MaRDI QIDQ4807891

Ji-Chun Liu, Ning-Zhong Shi

Publication date: 3 November 2003

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

zbMATH Keywords

Hadamard product strict stationarity ARCH model generalized autoregressive conditional heteroscedastic model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Basic linear algebra (15A99)

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