scientific article; zbMATH DE number 6193731

zbMath1268.62116arXivmath/0702779MaRDI QIDQ5326961

Bent Nielsen

Publication date: 1 August 2013

Full work available at URL: https://arxiv.org/abs/math/0702779

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

zbMATH Keywords

information criterialag length

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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