Properties of the Autocorrelation Function of Squared Observations for Second-order Garch Processes Under Two Sets of Parameter Constraints (Q4258763): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 18:00, 6 February 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)
0 references
14 September 1999
0 references
generalized autoregressive conditional heteroscedastic model
0 references
autocorrelation functions
0 references
non-negativity conditions
0 references
time series
0 references
