Nonlinear time series modeling and forecasting for periodic and arch effects (Q538220): Difference between revisions
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| Property / Mathematics Subject Classification ID: 62P12 / rank | |||
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| Property / zbMATH DE Number: 5899458 / rank | |||
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GARCH model | |||
| Property / zbMATH Keywords: GARCH model / rank | |||
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monthly rainfall data | |||
| Property / zbMATH Keywords: monthly rainfall data / rank | |||
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MPARCH model | |||
| Property / zbMATH Keywords: MPARCH model / rank | |||
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out-of-sample forecasting | |||
| Property / zbMATH Keywords: out-of-sample forecasting / rank | |||
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PAR model | |||
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SARIMA model | |||
| Property / zbMATH Keywords: SARIMA model / rank | |||
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seasonal unit root | |||
| Property / zbMATH Keywords: seasonal unit root / rank | |||
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volatility | |||
| Property / zbMATH Keywords: volatility / rank | |||
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Revision as of 10:34, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear time series modeling and forecasting for periodic and arch effects |
scientific article |
Statements
Nonlinear time series modeling and forecasting for periodic and arch effects (English)
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24 May 2011
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GARCH model
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monthly rainfall data
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MPARCH model
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out-of-sample forecasting
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PAR model
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SARIMA model
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seasonal unit root
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volatility
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