Properties of some statistics for AR-ARCH model with application to technical analysis (Q1006014)
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scientific article; zbMATH DE number 5529473
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| English | Properties of some statistics for AR-ARCH model with application to technical analysis |
scientific article; zbMATH DE number 5529473 |
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Properties of some statistics for AR-ARCH model with application to technical analysis (English)
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17 March 2009
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AR-ARCH model
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technical analysis indexes
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asymptotically stationary
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strong mixing
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rate of convergence
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0.8215793967247009
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0.7326395511627197
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