scientific article; zbMATH DE number 1944316

zbMath1026.62115MaRDI QIDQ4407610

Clifford M. Hurvich, Rohit S. Deo

Publication date: 1 July 2003

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

ARCH-models

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric estimation (62G05) Inference from stochastic processes and spectral analysis (62M15) Monte Carlo methods (65C05)

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