Mode Identification of Volatility in Time-Varying Autoregression (Q4648567)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Mode Identification of Volatility in Time-Varying Autoregression |
scientific article; zbMATH DE number 6104688
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Mode Identification of Volatility in Time-Varying Autoregression |
scientific article; zbMATH DE number 6104688 |
Statements
Mode Identification of Volatility in Time-Varying Autoregression (English)
0 references
9 November 2012
0 references
local stationarity
0 references
modality
0 references
time series
0 references
0 references
0 references
0 references
0.8962075
0 references
0 references
0.8791901
0 references
0.8736992
0 references
0.87340236
0 references
0.8665929
0 references
0.8621877
0 references
