ARMA MODELS WITH ARCH ERRORS (Q3341736)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ARMA MODELS WITH ARCH ERRORS |
scientific article |
Statements
ARMA MODELS WITH ARCH ERRORS (English)
0 references
1984
0 references
autoregressive
0 references
heteroscedasticity
0 references
ARMA models
0 references
ARCH errors
0 references
Maximum likelihood
0 references
least squares estimates
0 references
model building
0 references
Box-Jenkins methodology
0 references
macroeconomic time series
0 references
0 references
