Some statistical results on autoregressive conditionally heteroscedastic models (Q1299538)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some statistical results on autoregressive conditionally heteroscedastic models |
scientific article |
Statements
Some statistical results on autoregressive conditionally heteroscedastic models (English)
0 references
24 August 2000
0 references
conditionally heteroscedastic time series
0 references
white noise
0 references
stationarity
0 references
ARMA models
0 references
forecasting
0 references
0 references
