Noise indicator autoregressive conditional heteroskedastic process with applications in modeling actual time series (Q5038650)
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scientific article; zbMATH DE number 7598060
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| English | Noise indicator autoregressive conditional heteroskedastic process with applications in modeling actual time series |
scientific article; zbMATH DE number 7598060 |
Statements
7 October 2022
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noise indicator
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ARCH processes
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CCF method
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parameters estimation
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application
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0.8110162019729614
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0.7997724413871765
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0.7657934427261353
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0.7643948793411255
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