Residual analysis for \(\text{ARCH}(p)\)-time series. (Q1872845): Difference between revisions
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| Property / cites work: Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation / rank | |||
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| Property / cites work: ARCH models and financial applications / rank | |||
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Latest revision as of 15:28, 5 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Residual analysis for \(\text{ARCH}(p)\)-time series. |
scientific article |
Statements
Residual analysis for \(\text{ARCH}(p)\)-time series. (English)
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18 May 2003
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ARCH(p)-time series
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consistency
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distributional convergence
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goodness-of-fit
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