Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (Q3953065): Difference between revisions
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Latest revision as of 00:10, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation |
scientific article |
Statements
Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (English)
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1982
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United Kingdom inflation
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ARCH process
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maximum likelihood estimators
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ordinary least squares
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Lagrange multiplier procedure
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nonconstant variances
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autoregressive conditionally heteroscedastic processes
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