scientific article; zbMATH DE number 2042818

zbMATH Open1034.62108MaRDI QIDQ4450673FDOQ4450673

Authors: Shao-Jun Zhang, Xu-Feng Niu, James Ang 

Publication date: 15 February 2004

Title of this publication is not available (Why is that?)

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zbMATH Keywords

tablesstationary processesaverage squared error lossabnormal returnsinfinite moving average processes

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cited In (2)

• Selecting mixed-effects models based on a generalized information criterion
• Economic tracking portfolios

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