On mixture autoregressive conditional heteroskedasticity (Q1643793)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On mixture autoregressive conditional heteroskedasticity |
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On mixture autoregressive conditional heteroskedasticity (English)
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20 June 2018
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asymptotic Fisher information matrix
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maximum likelihood estimates
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mixture autoregressive conditional heteroskedastic model
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nonlinear time series model
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stationarity
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