Nonlinear time series modeling and forecasting for periodic and arch effects (Q538220): Difference between revisions
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Latest revision as of 20:53, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear time series modeling and forecasting for periodic and arch effects |
scientific article |
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Nonlinear time series modeling and forecasting for periodic and arch effects (English)
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24 May 2011
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GARCH model
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monthly rainfall data
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MPARCH model
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out-of-sample forecasting
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PAR model
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SARIMA model
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seasonal unit root
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volatility
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