scientific article; zbMATH DE number 2042818

MaRDI QIDQ4450673zbMATH OpenFDO

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

Publication date 15 February 2004

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)

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