Analysis of the correlation structure of square time series (Q4677028)
From MaRDI portal
scientific article; zbMATH DE number 2169601
Language | Label | Description | Also known as |
---|---|---|---|
English | Analysis of the correlation structure of square time series |
scientific article; zbMATH DE number 2169601 |
Statements
Analysis of the correlation structure of square time series (English)
0 references
20 May 2005
0 references
autocorrelation
0 references
conditional heteroscedasticity
0 references
nonlinear time series
0 references
long memory
0 references
0 references
0 references
0 references
0 references
0 references
0 references