Testing for Equal Predictability of Stationary ARMA Processes (Q5123345)
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scientific article; zbMATH DE number 7252152
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Testing for Equal Predictability of Stationary ARMA Processes |
scientific article; zbMATH DE number 7252152 |
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Testing for Equal Predictability of Stationary ARMA Processes (English)
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28 September 2020
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forecasts
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parallelism
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Wold decomposition
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GARCH models
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0.89315486
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0.88017905
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0.87639546
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0.8688854
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0.8687552
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