Some statistical results on autoregressive conditionally heteroscedastic models (Q1299538)
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scientific article; zbMATH DE number 1327285
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| English | Some statistical results on autoregressive conditionally heteroscedastic models |
scientific article; zbMATH DE number 1327285 |
Statements
Some statistical results on autoregressive conditionally heteroscedastic models (English)
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24 August 2000
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conditionally heteroscedastic time series
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white noise
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stationarity
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ARMA models
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forecasting
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0.8348515033721924
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0.8280618190765381
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0.8250344395637512
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0.8234832882881165
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