Testing for Equal Predictability of Stationary ARMA Processes (Q5123345): Difference between revisions

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Revision as of 00:35, 20 March 2024

scientific article; zbMATH DE number 7252152
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English
Testing for Equal Predictability of Stationary ARMA Processes
scientific article; zbMATH DE number 7252152

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    Testing for Equal Predictability of Stationary ARMA Processes (English)
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    28 September 2020
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    forecasts
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    parallelism
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    Wold decomposition
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    GARCH models
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