Properties of the Autocorrelation Function of Squared Observations for Second-order Garch Processes Under Two Sets of Parameter Constraints (Q4258763): Difference between revisions
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Revision as of 15:00, 5 March 2024
scientific article; zbMATH DE number 1336686
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Properties of the Autocorrelation Function of Squared Observations for Second-order Garch Processes Under Two Sets of Parameter Constraints |
scientific article; zbMATH DE number 1336686 |
Statements
Properties of the Autocorrelation Function of Squared Observations for Second-order Garch Processes Under Two Sets of Parameter Constraints (English)
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14 September 1999
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generalized autoregressive conditional heteroscedastic model
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autocorrelation functions
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non-negativity conditions
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time series
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