Functional Generalized Autoregressive Conditional Heteroskedasticity (Q2954300): Difference between revisions

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-.1111/jtsa.12192
@@ Property / DOI: 10.1111/jtsa.12192 / rank @@
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+W2167467896
@@ Property / OpenAlex ID: W2167467896 / rank @@
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@@ Property / arXiv ID @@
+.03813
@@ Property / arXiv ID: 1509.03813 / rank @@
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@@ Property / cites work @@
+On the Prediction of Stationary Functional Time Series
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@@ Property / cites work @@
+Weak invariance principles for sums of dependent random functions
+Normal rank
@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
+Normal rank
@@ Property / cites work @@
+Linear processes in function spaces. Theory and applications
+Normal rank
@@ Property / cites work @@
+Stationarity of GARCH processes and of some nonnegative time series
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@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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@@ Property / cites work @@
+A FUNCTIONAL VERSION OF THE ARCH MODEL
@@ Property / cites work: A FUNCTIONAL VERSION OF THE ARCH MODEL / rank @@
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@@ Property / cites work @@
+Inference for functional data with applications
@@ Property / cites work: Inference for functional data with applications / rank @@
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@@ Property / cites work @@
+On weak invariance principles for sums of dependent random functionals
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@@ Property / cites work @@
+Functional data analysis.
@@ Property / cites work: Functional data analysis. / rank @@
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@@ Property / cites work @@
+Multivariate GARCH Models
@@ Property / cites work: Multivariate GARCH Models / rank @@
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@@ Property / cites work @@
+Q4084474
@@ Property / cites work: Q4084474 / rank @@
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@@ Property / cites work @@
+Practical Issues in the Analysis of Univariate GARCH Models
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@@ Property / DOI @@
+.1111/JTSA.12192
@@ Property / DOI: 10.1111/JTSA.12192 / rank @@
+Normal rank