Conditional Heteroscedastic Time Series Models (Q3776446)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditional Heteroscedastic Time Series Models |
scientific article |
Statements
1987
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information criterion
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transfer function
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consistency
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asymptotic normality
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AIC model building
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ARCH models
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RCA models
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time series
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time varying conditional variances
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conditional heteroscedastic moving average models
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innovation process
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polynomials of the backshift operator
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random coefficients
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white noise
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optimum predictor
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CHARMA
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invertibility
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Ordinary least squares estimates
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F test for heteroscedasticity
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Conditional Heteroscedastic Time Series Models (English)
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