Bartlett's formula for a general class of nonlinear processes (Q3077657)
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scientific article; zbMATH DE number 5855776
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Bartlett's formula for a general class of nonlinear processes |
scientific article; zbMATH DE number 5855776 |
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Bartlett's formula for a general class of nonlinear processes (English)
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22 February 2011
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nonlinear time series models
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sample autocorrelations: GARCH models: weak white noise
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0.9246509671211244
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0.9246506690979004
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0.8809887170791626
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0.8526588082313538
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0.8393434882164001
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