Model identification using the efficient determination criterion (Q739604)
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scientific article; zbMATH DE number 6618139
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Model identification using the efficient determination criterion |
scientific article; zbMATH DE number 6618139 |
Statements
Model identification using the efficient determination criterion (English)
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18 August 2016
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EDC
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BIC
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AIC
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order estimation
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BEKK-GARCH
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0.7876462936401367
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0.7747052311897278
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0.7717561721801758
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0.765812873840332
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