scientific article; zbMATH DE number 6154567

zbMath1260.62068MaRDI QIDQ4915057

Dimitris N. Politis, Piotr S. Kokoszka

Publication date: 16 April 2013

Full work available at URL: http://www.math.uni.wroc.pl/~pms/publicationsArticle.php?nr=31.1&nrA=3&ppB=47&ppE=59

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

zbMATH Keywords

linear time seriesARCH processesGARCH processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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