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Publication:3508380
zbMath1159.62058MaRDI QIDQ3508380
Jürgen Wolters, Gebhard Kirchgaessner
Publication date: 30 June 2008
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
ARCH modelsforecastingautoregressive processesnonstationary processesstationary processesGranger causalityunit root testsGARCH modelsinformation criteriaARMA processesmoving average processesvector autoregressive processesstationary testscointegrated processes
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)
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