A new model for periodically correlated process with conditional heteroscedasticity (Q4622665)
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scientific article; zbMATH DE number 7021413
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| English | A new model for periodically correlated process with conditional heteroscedasticity |
scientific article; zbMATH DE number 7021413 |
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13 February 2019
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time series
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long memory
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periodically correlated
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LARCH model
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یک مدل جدید برای فرآیندهای همبسته دوره ایی با پراکندگی متغیر شرطی (English)
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0.787757933139801
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0.77369624376297
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0.7633023262023926
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0.7630686163902283
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0.7623111605644226
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