Arc length asymptotics for multivariate time series (Q6574713)
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scientific article; zbMATH DE number 7883220
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Arc length asymptotics for multivariate time series |
scientific article; zbMATH DE number 7883220 |
Statements
Arc length asymptotics for multivariate time series (English)
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18 July 2024
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ARMA
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GARCH
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changepoint
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central limit theorem
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volatility
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