scientific article; zbMATH DE number 2060193

MaRDI QIDQ4458424zbMATH OpenFDO

Authors G. Tunnicliffe Wilson, Marco Reale, Alex S. Morton

Publication date 17 March 2004

zbMATH Keywords

heteroscedasticityforecastingsmoothingvector autoregressionconditional independencecyclesdirected acyclic graphsterm ratesvector ARMA

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of graph theory (05C90) Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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