scientific article; zbMATH DE number 2199140
From MaRDI portal
Publication:5312868
zbMath1070.62077MaRDI QIDQ5312868
Publication date: 25 August 2005
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Related Items (3)
Accumulated prediction errors, information criteria and optimal forecasting for autoregressive time series ⋮ The role of additional information in option pricing: estimation issues for the state space model ⋮ Estimating structural VARMA models with uncorrelated but non-independent error terms
This page was built for publication: