Nonlinear time series modeling and forecasting for periodic and arch effects (Q538220): Difference between revisions

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+M10
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+M20
@@ Property / Mathematics Subject Classification ID: 62M20 / rank @@
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+F03
@@ Property / Mathematics Subject Classification ID: 62F03 / rank @@
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+F10
@@ Property / Mathematics Subject Classification ID: 62F10 / rank @@
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+C60
@@ Property / Mathematics Subject Classification ID: 65C60 / rank @@
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+P12
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+5899458
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+GARCH model
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@@ Property / zbMATH Keywords @@
+monthly rainfall data
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@@ Property / zbMATH Keywords @@
+MPARCH model
@@ Property / zbMATH Keywords: MPARCH model / rank @@
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@@ Property / zbMATH Keywords @@
+out-of-sample forecasting
@@ Property / zbMATH Keywords: out-of-sample forecasting / rank @@
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@@ Property / zbMATH Keywords @@
+PAR model
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@@ Property / zbMATH Keywords @@
+SARIMA model
@@ Property / zbMATH Keywords: SARIMA model / rank @@
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@@ Property / zbMATH Keywords @@
+seasonal unit root
@@ Property / zbMATH Keywords: seasonal unit root / rank @@
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@@ Property / zbMATH Keywords @@
+volatility
@@ Property / zbMATH Keywords: volatility / rank @@
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+SAS
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+https://doi.org/10.1080/15598608.2010.10411971
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+W2044573953
@@ Property / OpenAlex ID: W2044573953 / rank @@
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@@ Property / cites work @@
+An On-Line Estimation Algorithm for Periodic Autoregressive Models
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@@ Property / cites work @@
+Mixture periodic autoregressive conditional heteroskedastic models
+Normal rank
@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
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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 @@
+Estimating GARCH models: when to use what?
@@ Property / cites work: Estimating GARCH models: when to use what? / rank @@
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@@ Property / cites work @@
+Seasonal integration and cointegration
@@ Property / cites work: Seasonal integration and cointegration / rank @@
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@@ Property / cites work @@
+Least absolute deviations estimation for ARCH and GARCH models
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@@ Property / cites work @@
+Estimation in conditionally heteroscedatic time series models.
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@@ Property / cites work @@
+On a Mixture Autoregressive Conditional Heteroscedastic Model
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@@ links / mardi / name / links / mardi / name @@
+Publication:538220