Time Series

DOI10.1002/9781118032466zbMath1284.62008OpenAlexW4239831032MaRDI QIDQ5893982

Ngai Hang Chan

Publication date: 2 December 2010

Published in: Wiley Series in Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/9781118032466

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Software, source code, etc. for problems pertaining to statistics (62-04) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)

Related Items (2)

Testing of Constant Parameters for Semi‐Parametric Functional Coefficient Models with Integrated Covariates ⋮ Group LASSO for Structural Break Time Series

Uses Software

• alr3
• FinTS
• Unnamed Item
• Unnamed Item

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