RCA models with correlated errors (Q2371063)
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scientific article; zbMATH DE number 5168913
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | RCA models with correlated errors |
scientific article; zbMATH DE number 5168913 |
Statements
RCA models with correlated errors (English)
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29 June 2007
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moments properties
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kurtosis
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correlated RCA models
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correlated GARCH models
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0.8202714920043945
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0.8121028542518616
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0.7618194222450256
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0.7342644929885864
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